StrategyCode Struct Reference

#include <OnixS/Euronext/MarketData/OptiqMdg/messaging/Fields.h>

Public Types
enum	Enum {   JellyRoll = 'A', Butterfly = 'B', CallOrPutCabinet = 'C', Spread = 'D',   CalendarSpread = 'E', DiagonalCalendarSpread = 'F', Guts = 'G', TwoByOneRatioSpread = 'H',   IronButterfly = 'I', Combo = 'J', Strangle = 'K', Ladder = 'L',   Strip = 'M', StraddleCalendarSpread = 'N', Pack = 'O', DiagonalStraddleCalendarSpread = 'P',   SimpleInterCommoditySpread = 'Q', ConversionReversal = 'R', Straddle = 'S', VolatilityTrade = 'V',   Condor = 'W', Box = 'X', Bundle = 'Y', ReducedTickSpread = 'Z',   LadderVersusUnderlying = 'a', ButterflyVersusUnderlying = 'b', CallSpreadVersusPutVersusUnderlying = 'c', CallOrPutSpreadVersusUnderlying = 'd',   CallOrPutCalendarSpreadVersusUnderlying = 'e', CallPutDiagonalCalendarSpreadVersusUnderlying = 'f', GutsVersusUnderlying = 'g', TwoByOneCallOrPutRatioSpreadVersusUnderlying = 'h',   IronButterflyVersusUnderlying = 'i', ComboVersusUnderlying = 'j', StrangleVersusUnderlying = 'k', ExchangeForPhysical = 'm',   StraddleCalendarSpreadVersusUnderlying = 'n', PutSpreadVersusCallVersusUnderlying = 'p', DiagonalStraddleCalendarSpreadVersusUnderlying = 'q', Synthetic = 'r',   StraddleVersusUnderlying = 's', CondorVersusUnderlying = 't', BuyWrite = 'u', IronCondorVersusUnderlying = 'v',   IronCondor = 'w', CallSpreadVersusSellAPut = 'x', PutSpreadVersusSellACall = 'y', PutStraddleVersusSellACallOrAPut = 'z' }
typedef Char	Base

Static Public Member Functions
static std::string	toString (Enum)

Detailed Description

Definition at line 791 of file Fields.h.

Member Typedef Documentation

typedef Char Base

Definition at line 793 of file Fields.h.

Member Enumeration Documentation

enum Enum

Enumerator
JellyRoll	JellyRoll.
Butterfly	Butterfly.
CallOrPutCabinet	CallOrPutCabinet.
Spread	Spread.
CalendarSpread	CalendarSpread.
DiagonalCalendarSpread	DiagonalCalendarSpread.
Guts	Guts.
TwoByOneRatioSpread	TwoByOneRatioSpread.
IronButterfly	IronButterfly.
Combo	Combo.
Strangle	Strangle.
Ladder	Ladder.
Strip	Strip.
StraddleCalendarSpread	StraddleCalendarSpread.
Pack	Pack.
DiagonalStraddleCalendarSpread	DiagonalStraddleCalendarSpread.
SimpleInterCommoditySpread	SimpleInterCommoditySpread.
ConversionReversal	ConversionReversal.
Straddle	Straddle.
VolatilityTrade	VolatilityTrade.
Condor	Condor.
Box	Box.
Bundle	Bundle.
ReducedTickSpread	ReducedTickSpread.
LadderVersusUnderlying	LadderVersusUnderlying.
ButterflyVersusUnderlying	ButterflyVersusUnderlying.
CallSpreadVersusPutVersusUnderlying	CallSpreadVersusPutVersusUnderlying.
CallOrPutSpreadVersusUnderlying	CallOrPutSpreadVersusUnderlying.
CallOrPutCalendarSpreadVersusUnderlying	CallOrPutCalendarSpreadVersusUnderlying.
CallPutDiagonalCalendarSpreadVersusUnderlying	CallPutDiagonalCalendarSpreadVersusUnderlying.
GutsVersusUnderlying	GutsVersusUnderlying.
TwoByOneCallOrPutRatioSpreadVersusUnderlying	TwoByOneCallOrPutRatioSpreadVersusUnderlying.
IronButterflyVersusUnderlying	IronButterflyVersusUnderlying.
ComboVersusUnderlying	ComboVersusUnderlying.
StrangleVersusUnderlying	StrangleVersusUnderlying.
ExchangeForPhysical	ExchangeForPhysical.
StraddleCalendarSpreadVersusUnderlying	StraddleCalendarSpreadVersusUnderlying.
PutSpreadVersusCallVersusUnderlying	PutSpreadVersusCallVersusUnderlying.
DiagonalStraddleCalendarSpreadVersusUnderlying	DiagonalStraddleCalendarSpreadVersusUnderlying.
Synthetic	Synthetic.
StraddleVersusUnderlying	StraddleVersusUnderlying.
CondorVersusUnderlying	CondorVersusUnderlying.
BuyWrite	BuyWrite.
IronCondorVersusUnderlying	IronCondorVersusUnderlying.
IronCondor	IronCondor.
CallSpreadVersusSellAPut	CallSpreadVersusSellAPut.
PutSpreadVersusSellACall	PutSpreadVersusSellACall.
PutStraddleVersusSellACallOrAPut	PutStraddleVersusSellACallOrAPut.

Definition at line 795 of file Fields.h.

Member Function Documentation

static std::string toString ( Enum  )

static

Returns

a human-readable presentation.

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The documentation for this struct was generated from the following file:

• OnixS/Euronext/MarketData/OptiqMdg/messaging/Fields.h