Option request for quote (RFQ). More...
Public Member Functions | |
OptionRequestForQuote () | |
Initialize default instance. | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
ExchangeId::Enum | exchangeId |
Exchange on which the quote occurred. | |
std::string | symbolRoot |
Option base symbol. | |
Date | expiryDate |
expiry date of the option. | |
CallPutCode::Enum | callPutCode |
Call/Put code. | |
Rational | strikePrice |
Strike price of the option in full. | |
CorporateAction::Enum | corporateAction |
Corporate Action. | |
UInt64 | sizeOfRfq |
Number of contracts for which the price is requested. | |
Additional Inherited Members |
Option request for quote (RFQ).