Public Types
enum	Enum

Detailed Description

Definition at line 2058 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Sub-type or qualifier of QuoteType.

Enumerator
NoValue	0xFF	No value.
WorkingDelta	1	Working Delta.
BasisTrade	2	Basis Trade.
Regular	3	Regular LDS Negotiation.
NegotiateUnderlyingOutsideExchange	4	Negotiate the underlying outside the exchange.
VolaStrategyFix	5	Option Volatility Strategy with fixed Underlying price and delta.
VolaStrategyNegotiateUnderlying	6	Option Volatility Strategy - Underlying price is negotiated on exchange.

Definition at line 2061 of file Enumerations.h.