com::wombat::mamda::options::MamdaOptionUnderlying

Public Functions

	Name
	MamdaOptionUnderlying()
void	addTradeHandler(MamdaTradeHandler handler)
void	addQuoteHandler(MamdaQuoteHandler handler)
void	setCustomObject(Object object)
MamdaTradeRecap	getTradeInfo()
MamdaQuoteRecap	getQuoteInfo()
Object	getCustomObject()

Detailed Description

class com::wombat::mamda::options::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

inline MamdaOptionUnderlying()

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

function addTradeHandler

inline void addTradeHandler(
    MamdaTradeHandler handler
)

Add a MamdaTradeHandler for handling trade updates to this underlying.

function addQuoteHandler

inline void addQuoteHandler(
    MamdaQuoteHandler handler
)

Add a MamdaQuoteHandler for handling quote updates to this underlying.

function setCustomObject

inline void setCustomObject(
    Object object
)

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

function getTradeInfo

inline MamdaTradeRecap getTradeInfo()

Return the current trade fields.

function getQuoteInfo

inline MamdaQuoteRecap getQuoteInfo()

Return the current quote fields.

function getCustomObject

inline Object getCustomObject()

Return the custom object.

Updated on 2023-03-31 at 15:30:38 +0100