rq_fpml_equity_option.h

风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of fi

/*
** rq_fpml_equity_option.h
**
** Written by Brett Hutley - [e-mail]
**
** Copyright (C) 2002 Brett Hutley
**
** This file is part of the Risk Quantify Library
**
** Risk Quantify is free software; you can redistribute it and/or
** modify it under the terms of the GNU Library General Public
** License as published by the Free Software Foundation; either
** version 2 of the License, or (at your option) any later version.
**
** Risk Quantify is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
** Library General Public License for more details.
**
** You should have received a copy of the GNU Library General Public
** License along with Risk Quantify; if not, write to the Free
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
*/
#ifndef rq_fpml_equity_option_h
#define rq_fpml_equity_option_h

/* -- includes ----------------------------------------------------- */
#include "rq_config.h"
#include "fpml/rq_fpml_extraordinary_events.h"
#include "fpml/rq_fpml_equity_premium.h"
#include "fpml/rq_fpml_equity_exercise.h"
#include "fpml/rq_fpml_money.h"
#include "fpml/rq_fpml_equity_strike.h"
#include "fpml/rq_fpml_equity.h"
#include "fpml/rq_fpml_party_details.h"
#include "rq_stream.h"

/* -- structures --------------------------------------------------- */
struct rq_fpml_equity_option {
	const char * product_type;
	const char * product_id;
	struct rq_fpml_party_details buyer_party;
	struct rq_fpml_party_details seller_party;
	const char * option_type;
	struct rq_fpml_equity underlying;
	struct rq_fpml_equity_strike strike;
	double spot_price;
	struct rq_fpml_money notional;
	double number_of_options;
	double option_entitlement;
	struct rq_fpml_equity_exercise equity_exercise;
	struct rq_fpml_equity_premium equity_premium;
	const char * method_of_adjustment;
	struct rq_fpml_extraordinary_events extraordinary_events;
};

int rq_fpml_equity_option_write_xml(struct rq_fpml_equity_option *p, rq_stream_t output_stream);
void rq_fpml_equity_option_init(struct rq_fpml_equity_option *p);

void rq_fpml_equity_option_clear(struct rq_fpml_equity_option *p);


#endif