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Classes Files

Wombat::MamdaOptionStrikeSet

A class that represents the call and put contract sets at a given strike price.

Public Functions

  Name
  MamdaOptionStrikeSet(DateTime expireDate, double strikePrice)
MamdaOptionContractSet getCallSet()
Return a set of call option contracts at a given strike price.
MamdaOptionContractSet getPutSet()
Return a set of put option contracts at a given strike price.
DateTime getExpireDate()
Return the expiration date for the contracts at the given strike price.
string getExpireDateStr()
Return the expiration date as a string for the contracts at the given strike price.
double getStrikePrice()
Return the strike price.

Public Functions Documentation

function MamdaOptionStrikeSet

MamdaOptionStrikeSet(
    DateTime expireDate,
    double strikePrice
)

function getCallSet

MamdaOptionContractSet getCallSet()

Return a set of call option contracts at a given strike price.

Return: Set of call contracts at the given strike price.

function getPutSet

MamdaOptionContractSet getPutSet()

Return a set of put option contracts at a given strike price.

Return: MamdaOptionContractSet Set of put contracts at the given strike price.

function getExpireDate

DateTime getExpireDate()

Return the expiration date for the contracts at the given strike price.

Return: The expiration date.

function getExpireDateStr

string getExpireDateStr()

Return the expiration date as a string for the contracts at the given strike price.

Return: The expiration date.

function getStrikePrice

double getStrikePrice()

Return the strike price.

Return: The strike price.

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