InstrumentLeg Class Reference

Public Member Functions
UInt32	legSymbol () const
SecurityId	legSecurityId () const
LegSide::Enum	legSide () const
LegSecurityType::Enum	legSecurityType () const
UInt32	legRatioQty () const
bool	legPrice (Decimal &price) const
bool	relatedPrice (Decimal &price) const
RelatedPriceType::Enum	relatedPriceType () const
TradingStyle::Enum	tradingStyle () const

Friends
class	TypedGroup< InstrumentLeg >

Detailed Description

Definition at line 68 of file InstrumentLeg.h.

Member Function Documentation

bool legPrice ( Decimal &  price ) const

inline

Underlying price for the instrument leg (for VOLA strategies)

Definition at line 103 of file InstrumentLeg.h.

UInt32 legRatioQty ( ) const

inline

The ratio of quantity for this individual leg relative to the entire multileg security.

Definition at line 97 of file InstrumentLeg.h.

SecurityId legSecurityId ( ) const

inline

Instrument ID from Eurex Exchange’s new trading architecture.

Definition at line 79 of file InstrumentLeg.h.

LegSecurityType::Enum legSecurityType ( ) const

inline

Type of leg security.

Definition at line 91 of file InstrumentLeg.h.

LegSide::Enum legSide ( ) const

inline

Buy or Sell code.

Definition at line 85 of file InstrumentLeg.h.

UInt32 legSymbol ( ) const

inline

Product identifier of the leg security.

Definition at line 73 of file InstrumentLeg.h.

bool relatedPrice ( Decimal &  price ) const

inline

Definition at line 109 of file InstrumentLeg.h.

RelatedPriceType::Enum relatedPriceType ( ) const

inline

Definition at line 115 of file InstrumentLeg.h.

TradingStyle::Enum tradingStyle ( ) const

inline

Definition at line 121 of file InstrumentLeg.h.

Friends And Related Function Documentation

friend class TypedGroup< InstrumentLeg >

friend

Definition at line 128 of file InstrumentLeg.h.