AbsoluteStrike Class Reference

#include <ored/marketdata/strike.hpp>

Inheritance diagram for AbsoluteStrike:

Collaboration diagram for AbsoluteStrike:

Public Member Functions
	AbsoluteStrike ()
	Default constructor. More...
	AbsoluteStrike (QuantLib::Real strike)
	Constructor with explicit strike. More...
QuantLib::Real	strike () const
	Return the absolute strike level. More...
void	fromString (const std::string &strStrike) override
std::string	toString () const override
Public Member Functions inherited from BaseStrike
virtual	~BaseStrike ()
virtual void	fromString (const std::string &strStrike)=0
	Populate the Strike object from strStrike. More...
virtual std::string	toString () const =0
	Write the Strike object to string. More...

Protected Member Functions
bool	equal_to (const BaseStrike &other) const override
	Override in derived classes to compare specific Strikes. More...
virtual bool	equal_to (const BaseStrike &other) const =0
	Override in derived classes to compare specific Strikes. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Private Attributes
QuantLib::Real	strike_

Friends
class	boost::serialization::access
	Serialization. More...

Detailed Description

Strike implementation where the strike is described by a single number that represents the absolute strike level.

Definition at line 68 of file strike.hpp.

Constructor & Destructor Documentation

AbsoluteStrike() [1/2]

AbsoluteStrike

(

)

Default constructor.

Definition at line 40 of file strike.cpp.

{}

AbsoluteStrike() [2/2]

AbsoluteStrike

(

QuantLib::Real

strike

)

Constructor with explicit strike.

Member Function Documentation

strike()

Real strike

(

)

const

Return the absolute strike level.

Definition at line 44 of file strike.cpp.

{ return strike_; }

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fromString()

void fromString ( const std::string &  strStrike )

overridevirtual

Populate AbsoluteStrike object from strStrike which should be a number. An exception is thrown if strStrike cannot be parsed as a QuantLib::Real.

Implements BaseStrike.

Definition at line 46 of file strike.cpp.

{ strike_ = parseReal(strStrike); }

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toString()

string toString ( ) const

overridevirtual

Writes the AbsoluteStrike object to string. This returns the string representation of the absolute strike number.

Implements BaseStrike.

Definition at line 48 of file strike.cpp.

{ return to_string(strike_); }

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equal_to()

bool equal_to ( const BaseStrike &  other ) const

overrideprotectedvirtual

Override in derived classes to compare specific Strikes.

Implements BaseStrike.

Definition at line 50 of file strike.cpp.

                                                           {
    if (const AbsoluteStrike* p = dynamic_cast<const AbsoluteStrike*>(&other)) {
        return close(strike_, p->strike());
    } else {
        return false;
    }
}

serialize()

void serialize ( Archive &  ar, const unsigned int  version  )

private

Definition at line 291 of file strike.cpp.

                                                                                               {
    ar& boost::serialization::base_object<BaseStrike>(*this);
    ar& strike_;
}

Friends And Related Function Documentation

boost::serialization::access

friend class boost::serialization::access

friend

Serialization.

Definition at line 95 of file strike.hpp.

Member Data Documentation

strike_

QuantLib::Real strike_

private

Definition at line 93 of file strike.hpp.