/usr/include/mamda/MamdaOptionExpirationStrikes.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaOptionExpirationStrikesH
#define MamdaOptionExpirationStrikesH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOptionAtTheMoneyCompareType.h>
#include <mamda/MamdaOptionStrikeSet.h>
#include <mamda/MamdaOptionChain.h>
#include <map>
namespace Wombat
{
class MamaDateTime;
/**
* 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).
*/
class MAMDAOPTExpDLL MamdaOptionExpirationStrikes
: public std::map <double, MamdaOptionStrikeSet*>
{
public:
MamdaOptionExpirationStrikes ();
MamdaOptionExpirationStrikes (const MamdaOptionExpirationStrikes& copy);
~MamdaOptionExpirationStrikes ();
/**
* Trim the current set of strike prices to the given set.
*
* @param strikeSet The set of strikes to trim the current set to.
*/
void trimStrikes (const StrikeSet& strikeSet);
};
} // namespace
#endif // MamdaOptionExpirationStrikesH
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