Classes Files

com::wombat::mamda::options::MamdaOptionExpirationDateSet

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Inherits from TreeMap

Public Functions

  Name
  MamdaOptionExpirationDateSet()
  MamdaOptionExpirationDateSet(MamdaOptionExpirationDateSet copy)
MamdaOptionExpirationDateSet getExpirationsBefore(Date date)
MamdaOptionExpirationDateSet getExpirations(int numExpirations)
String toString()

Protected Functions

  Name
  MamdaOptionExpirationDateSet(SortedMap map)

Detailed Description

class com::wombat::mamda::options::MamdaOptionExpirationDateSet;

A class that represents a set of expiration dates, each of which contains a set of strike prices (MamdaOptionStrikeSet), each of which contains a set of option contracts (MamdaOptionContractSet), each of which contains exchange-specific contracts. To access a set of strike prices for a given expiration date, use the get method (inherited from TreeMap).

Public Functions Documentation

function MamdaOptionExpirationDateSet

inline MamdaOptionExpirationDateSet()

function MamdaOptionExpirationDateSet

inline MamdaOptionExpirationDateSet(
    MamdaOptionExpirationDateSet copy
)

function getExpirationsBefore

inline MamdaOptionExpirationDateSet getExpirationsBefore(
    Date date
)

function getExpirations

inline MamdaOptionExpirationDateSet getExpirations(
    int numExpirations
)

function toString

inline String toString()

Protected Functions Documentation

function MamdaOptionExpirationDateSet

inline MamdaOptionExpirationDateSet(
    SortedMap map
)

Updated on 2023-03-31 at 15:30:37 +0100