{
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();
m_needFrontMonthFuture = true;
{
Contract l1 = new OptContract(