NewOptionsStrategyDefinition::Hedge Struct Reference

#include <NewOptionsStrategyDefinition.h>

Public Member Functions
	Hedge ()
std::string	toString () const

Public Attributes
MarketId	marketId
SecurityType::Enum	securityType
Side::Enum	side
Price	price
char	priceDenominator
Optional< short >	strategyCode
Optional< int >	delta

Detailed Description

Definition at line 202 of file NewOptionsStrategyDefinition.h.

Constructor & Destructor Documentation

Hedge()

Hedge

(

)

Default constructor.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

delta

Optional<int> delta

Hedge delta.

Definition at line 226 of file NewOptionsStrategyDefinition.h.

marketId

MarketId marketId

Future's market id of the hedge.

Definition at line 205 of file NewOptionsStrategyDefinition.h.

price

Price price

Hedge price.

Definition at line 214 of file NewOptionsStrategyDefinition.h.

priceDenominator

char priceDenominator

Hedge price denominator.

Definition at line 217 of file NewOptionsStrategyDefinition.h.

securityType

SecurityType::Enum securityType

Security type.

Definition at line 208 of file NewOptionsStrategyDefinition.h.

side

Side::Enum side

Hedge side.

Definition at line 211 of file NewOptionsStrategyDefinition.h.

strategyCode

Optional<short> strategyCode

The strategy code for the leg. If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the /c LegMarketID is the most granular level for the market. See Appendix E for list of codes.

Definition at line 223 of file NewOptionsStrategyDefinition.h.