com::wombat::mamda::options::MamdaOptionExpirationStrikes

Inherits from TreeMap

Public Functions

	Name
	MamdaOptionExpirationStrikes()
	MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy)
void	trimStrikes(SortedSet strikeSet)

Detailed Description

class com::wombat::mamda::options::MamdaOptionExpirationStrikes;

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

Public Functions Documentation

function MamdaOptionExpirationStrikes

inline MamdaOptionExpirationStrikes()

function MamdaOptionExpirationStrikes

inline MamdaOptionExpirationStrikes(
    MamdaOptionExpirationStrikes copy
)

function trimStrikes

inline void trimStrikes(
    SortedSet strikeSet
)

Trim the current set of strike prices to the given set.

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