m_contract.m_currency = "GBP";
break;
}
case 4:
{
m_contract = new ComboContract("Z", "GBP", "LIFFE");
m_contract.m_comboLegs = new Vector(2);
m_contract.m_comboLegs.setSize(2);
{
Contract l1 = new OptContract(
"Z", "LIFFE", "200809", 54.75, "CALL");
l1.m_currency = "GBP";
submitSecDef(1, l1);
}
{
Contract l2 = new OptContract(
"Z", "LIFFE", "200810", 55.00, "CALL");
l2.m_currency = "GBP";
submitSecDef(2, l2);
}
m_status = Status.SecDef;
break;
}
case 5:
{
m_contract = new ComboContract("IBM");
m_contract.m_comboLegs = new Vector(1);
m_contract.m_comboLegs.setSize(1);
m_contract.m_underComp = new UnderComp();
//m_contract.m_underComp.m_delta = 0.8;
//m_contract.m_underComp.m_price = 120;
{
Contract l1 = new OptContract("IBM", "200809", 120, "CALL");
submitSecDef(1, l1);
}
m_status = Status.SecDef;
break;
}
case 6:
{
m_contract = new ComboContract("RUT");
m_contract.m_comboLegs = new Vector(1);
m_contract.m_comboLegs.setSize(1);
m_contract.m_underComp = new UnderComp();
m_needFrontMonthFuture = true;
{
Contract l1 = new OptContract("RUT", "200809", 740, "CALL");
submitSecDef(1, l1);
}
m_status = Status.SecDef;
break;
}
case 7:
{
m_contract = new ComboContract("Z", "GBP", "LIFFE");
m_contract.m_comboLegs = new Vector(1);
m_contract.m_comboLegs.setSize(1);
m_contract.m_underComp = new UnderComp();