22 #ifndef MamdaOptionExpirationDateSetH
23 #define MamdaOptionExpirationDateSetH
29 #include <mama/mamacpp.h>
44 :
public std::map <MamaDateTime, MamdaOptionExpirationStrikes*>
56 void getExpirationsBefore (
58 const MamaDateTime& date)
const;
62 int numExpirations)
const;
72 #endif // MamdaOptionExpirationDateSetH
A class that represents a set of expiration dates, each of which contains a set of strike prices...
Definition: MamdaOptionExpirationDateSet.h:43
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MAMDAExpDLL const char * toString(MamdaFieldState fieldState)
Convert a MamdaFieldState to an appropriate, displayable string.