Options/MamdaOptionExpirationStrikes.cs

/* $Id: MamdaOptionExpirationStrikes.cs,v 1.2.38.5 2012/08/24 16:12:12 clintonmcdowell Exp $
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

using System;
using Wombat.Containers;

namespace Wombat
{
    public class MamdaOptionExpirationStrikes : TreeMap
    {
        public MamdaOptionExpirationStrikes()
        {
        }

        public MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy) : base(copy)
        {
            // Shallow copy.
        }

        public void trimStrikes(SortedSet strikeSet)
        {
            double lowStrike = (double)strikeSet.first();
            double highStrike = (double)strikeSet.last();
            highStrike = highStrike + 0.0001;
            TreeMap trimmedStrikes = new TreeMap(subMap(lowStrike, highStrike));
            clear();
            putAll(trimmedStrikes);
        }
    }
}