OptionChain.hpp

// Copyright (c) 2025 Devexperts LLC.
// SPDX-License-Identifier: MPL-2.0
 
#pragma once
 
#include "../../internal/Conf.hpp"
 
DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251)
 
#include "../../internal/Common.hpp"
#include "OptionSeries.hpp"
 
#include <set>
#include <string>
 
DXFCPP_BEGIN_NAMESPACE
 
/**
 * Set of option series for a single product or underlying symbol.
 *
 * <h3>Threads and clocks</h3>
 *
 * This class is <b>NOT</b> thread-safe and cannot be used from multiple threads without external synchronization.
 *
 * @tparam T The type of option instrument instances
 */
template <typename T> class OptionChain final {
    friend class OptionChainsBuilder<T>;
 
    std::string symbol_{};
    std::set<OptionSeries<T>> series_{};
 
    explicit OptionChain(std::string symbol) : symbol_(std::move(symbol)) {
    }
 
    void addOption(const OptionSeries<T> &series, bool isCall, double strike, std::shared_ptr<T> option) {
        auto it = series_.find(series);
 
        if (it == series_.end()) {
            OptionSeries<T> os(series);
            os.addOption(isCall, strike, option);
            series_.insert(os);
        } else {
            OptionSeries<T> modifiedSeries = *it;
            series_.erase(it);
            modifiedSeries.addOption(isCall, strike, option);
            series_.insert(modifiedSeries);
        }
    }
 
    public:
    /**
     * Returns symbol (product or underlying) of this option chain.
     *
     * @return symbol (product or underlying) of this option chain.
     */
    const std::string &getSymbol() const & {
        return symbol_;
    }
 
    /**
     * Returns a sorted set of option series of this option chain.
     *
     * @return sorted set of option series of this option chain.
     */
    std::set<OptionSeries<T>> getSeries() {
        return series_;
    }
};
 
DXFCPP_END_NAMESPACE
 
DXFCXX_DISABLE_MSC_WARNINGS_POP()