Wombat::MamdaOptionChain

MamdaOptionChain is a specialized class to represent market data option chains. The class has capabilities to store the current state of an entire option chain, or a subset of the chain.

Public Functions

Public Functions Documentation

function MamdaOptionChain

MamdaOptionChain(
    string symbol
)

MamdaOptionChain Constructor.

Parameters:

• symbol The underlying symbol.

function setSymbol

void setSymbol(
    string symbol
)

Set the underlying symbol for the option chain.

Parameters:

• symbol The underlying symbol.

function getSymbol

string getSymbol()

Get the underlying symbol for the option chain.

Return: The underlying symbol for the option chain.

function setUnderlyingQuoteListener

void setUnderlyingQuoteListener(
    MamdaQuoteListener quoteListener
)

Set the underlying quote listener information. MamdaOptionChain does not use this class itself, but related classes might (e.g., MamdaOptionChainView).

Parameters:

• quoteListener The quote listener for the chain.

function setUnderlyingTradeListener

void setUnderlyingTradeListener(
    MamdaTradeListener tradeListener
)

Set the underlying trade listener information. MamdaOptionChain uses this class to implement the atTheMoney() method. Related classes might (e.g., MamdaOptionChainView) use it for other reasons.

Parameters:

• tradeListener The trade listener for the chain.

function getUnderlyingQuoteListener

MamdaQuoteListener getUnderlyingQuoteListener()

Make the underlying quote listener available externally.

Return: The quote listener for the chain.

function getUnderlyingTradeListener

MamdaTradeListener getUnderlyingTradeListener()

Make the underlying trade listener available externally.

Return: The trade listener for the chain.

function getContract

MamdaOptionContract getContract(
    String contractSymbol
)

Find an option contract by OPRA symbol.

Parameters:

• contractSymbol

Return: MamdaOptionContract The contract object representing the option.

function getExchanges

SortedSet getExchanges()

Return the superset of regional exchange identifiers for any option in this chain. Each element in the set is a String object.

Return: Set of regional exchange identifiers.

function getStrikePrices

SortedSet getStrikePrices()

Return the superset of strike prices for this chain. Each element in the set is a Double object.

Return: Set of strike prices for the chain.

function addContract

void addContract(
    string contractSymbol,
    MamdaOptionContract contract
)

Add an option contract. This method would not normally be invoked by a user application. Rather, MamdaOptionChainListener would be most likely to call this method.

Parameters:

• contractSymbol The option instrument symbol.
• contract The Mamda option contract representation.

function removeContract

void removeContract(
    string contractSymbol
)

Remove an option contract. This method would not normally be invoked by a user application. Rather, MamdaOptionChainListener would be most likely to call this method.

Parameters:

• contractSymbol

function getAtTheMoney

double getAtTheMoney(
    MamdaOptionAtTheMoneyCompareType compareType
)

Get the price of the option underlying. Determine the underlying price (“at the money”), based on the mode of calculation.

Parameters:

• compareType The mode of calculation [(MamdaOptionAtTheMoneyCompareType)]

Return: The price of the underlying.

function getIsPriceWithinPercentOfMoney

bool getIsPriceWithinPercentOfMoney(
    double price,
    double percentage,
    MamdaOptionAtTheMoneyCompareType compareType
)

Return whether the price is within a % of the money. Determine whether some price (e.g. a strike price) is within a given percentage range of the underlying (at the money) price.

Parameters:

• price The strike price to check.
• percentage What % to check the strike price against.
• compareType What price we are checking against [(see MamdaOptionAtTheMoneyCompareType)]

Return: Whether the price is within % of the money.

function getStrikesWithinPercent

SortedSet getStrikesWithinPercent(
    double percentage,
    MamdaOptionAtTheMoneyCompareType compareType
)

Determine the set of strike prices that are included in a given percentage range of the underlying price. If there are no strikes within the percentage range, then both strike prices are set to zero. MamdaOptionAtTheMoneyCompareType

Parameters:

• percentage The percentage range of the underlying price.
• compareType Which underlying price to compare to.

Return: Set of strike prices.

function getStrikesWithinRangeSize

SortedSet getStrikesWithinRangeSize(
    int rangeLength,
    MamdaOptionAtTheMoneyCompareType compareType
)

Determine the set of strike prices that are included in a given fixed size range of strikes surrounding the underlying price. If rangeLen is odd, then the strike price nearest to the underlying price is treated as a higher strike price. If rangeLen is even and the underlying price is exactly equal to a strike price, then that strike price is treated as a higher strike price. MamdaOptionAtTheMoneyCompareType

Parameters:

• rangeLength Number of strike prices to include in result.
• compareType What underlying price to use as a comparator.

Return: Resulting set of strike prices.

function callIterator

Iterator callIterator()

Return an iterator over all call option contracts. The type of object that Iterator.next() returns is

Return: The iterator of call options.

[MamdaOptionContract](classWombat_1_1MamdaOptionContract.html).

function putIterator

Iterator putIterator()

Return an iterator over all put option contracts. The type of object that Iterator.next() returns is MamdaOptionContract.

Return:

function getAllExpirations

MamdaOptionExpirationDateSet getAllExpirations()

Return a set of MamdaOptionExpirationDateSet.

Return: Set of expiration dates.

function dump

void dump()

Print the contents of the chain to standard out.

Updated on 2023-03-31 at 15:30:16 +0100