Wombat::MamdaOptionUnderlying

A class that represents the underlying for an option chain. Instances of this object are typically created by the MamdaOptionChain. Applications may attach a custom object to each instance of MamdaOptionUnderlying. More…

Public Functions

Detailed Description

class Wombat::MamdaOptionUnderlying;

A class that represents the underlying for an option chain. Instances of this object are typically created by the MamdaOptionChain. Applications may attach a custom object to each instance of MamdaOptionUnderlying.

Note: It is possible to provide individual MamdaTradeHandler and MamdaQuoteHandler handlers for trades and quotes, even though the MamdaOptionChainHandler also provides a general callback interface for updates to the underlying.

Public Functions Documentation

function MamdaOptionUnderlying

MamdaOptionUnderlying()

Constructor from expiration date, strike price, and put/call indicator.

function addTradeHandler

void addTradeHandler(
    MamdaTradeHandler handler
)

Add a MamdaTradeHandler for handling trade updates to this underlying.

Parameters:

• handler

function addQuoteHandler

void addQuoteHandler(
    MamdaQuoteHandler handler
)

Add a MamdaQuoteHandler for handling quote updates to this underlying.

Parameters:

• handler

function setCustomObject

void setCustomObject(
    object obj
)

Add a custom object to this option underlying. Such an object might contain customer data for the underlying.

Parameters:

• obj

function getCustomObject

object getCustomObject()

Return the custom object.

Return:

function getTradeInfo

MamdaTradeRecap getTradeInfo()

Return the current trade fields.

Return:

function getQuoteInfo

MamdaQuoteRecap getQuoteInfo()

Return the current quote fields.

Return:

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