ImpliedPriceLevel Class Reference

Public Member Functions
	ImpliedPriceLevel ()
	ImpliedPriceLevel (const ImpliedPriceLevel &other)
	ImpliedPriceLevel (const Decimal &price, MbpBookQuantity qty)
	~ImpliedPriceLevel ()
bool	exist () const
bool &	exist ()
const Decimal &	price () const
Decimal &	price ()
MbpBookQuantity	quantity () const
MbpBookQuantity &	quantity ()
ImpliedPriceLevel &	operator= (const ImpliedPriceLevel &other)

Detailed Description

Definition at line 31 of file ImpliedPriceLevel.h.

Constructor & Destructor Documentation

ImpliedPriceLevel() [1/3]

ImpliedPriceLevel ( )

inline

Initializes undefined level.

Definition at line 35 of file ImpliedPriceLevel.h.

ImpliedPriceLevel() [2/3]

ImpliedPriceLevel ( const ImpliedPriceLevel & other )

inline

Initializes as copy of other level.

Definition at line 43 of file ImpliedPriceLevel.h.

ImpliedPriceLevel() [3/3]

ImpliedPriceLevel ( const Decimal & price, MbpBookQuantity qty )

inline

Initializes defined level according to specified attributes.

Definition at line 52 of file ImpliedPriceLevel.h.

~ImpliedPriceLevel()

~ImpliedPriceLevel ( )

inline

Cleans everything up.

Definition at line 60 of file ImpliedPriceLevel.h.

Member Function Documentation

exist() [1/2]

bool & exist ( )

inline

Updates existence status.

Definition at line 69 of file ImpliedPriceLevel.h.

exist() [2/2]

bool exist ( ) const

inline

Identifies whether price level exist.

Definition at line 63 of file ImpliedPriceLevel.h.

operator=()

ImpliedPriceLevel & operator= ( const ImpliedPriceLevel & other )

inline

Definition at line 106 of file ImpliedPriceLevel.h.

price() [1/2]

Decimal & price ( )

inline

Price value.

Definition at line 88 of file ImpliedPriceLevel.h.

price() [2/2]

const Decimal & price ( ) const

inline

Price value.

Note

For CME Globex channels (market data groups) value presents if price level exists. However, for CME Partner Exchanges channels like BVMF price value may be NULL in a valid (existent) price level.

See also

NullPRICE.

Definition at line 82 of file ImpliedPriceLevel.h.

quantity() [1/2]

MbpBookQuantity & quantity ( )

inline

Quantity for the given price.

Definition at line 100 of file ImpliedPriceLevel.h.

quantity() [2/2]

MbpBookQuantity quantity ( ) const

inline

Quantity for the given price.

Definition at line 94 of file ImpliedPriceLevel.h.