Classes for representing a strike using various conventions. More...

#include <ql/experimental/fx/deltavolquote.hpp>
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <boost/optional.hpp>
#include <boost/serialization/base_object.hpp>
#include <boost/serialization/export.hpp>
#include <boost/serialization/version.hpp>
#include <boost/serialization/optional.hpp>
#include <ql/shared_ptr.hpp>

Classes
class	BaseStrike

class	AbsoluteStrike

class	DeltaStrike

class	AtmStrike

class	MoneynessStrike

Namespaces
namespace	ore
	Serializable Credit Default Swap.

namespace	ore::data

Functions
ostream &	operator<< (std::ostream &os, const BaseStrike &strike)
	Write `strike` to stream. More...

std::ostream &	operator<< (std::ostream &os, QuantLib::DeltaVolQuote::DeltaType type)
	Write `deltaType` to stream. Not provided in QuantLib so add it here. More...

std::ostream &	operator<< (std::ostream &os, QuantLib::DeltaVolQuote::AtmType type)
	Write `atmType` to stream. Not provided in QuantLib so add it here. More...

ostream &	operator<< (std::ostream &os, MoneynessStrike::Type type)
	Write MoneynessStrike::Type, `type`, to stream. More...

MoneynessStrike::Type	parseMoneynessType (const std::string &type)
	Parse MoneynessStrike::Type from `type`. More...

QuantLib::ext::shared_ptr< BaseStrike >	parseBaseStrike (const std::string &strStrike)
	Parse a Strike from its string representation, `strStrike`. More...

template<class Archive >
void	registerBaseStrike (Archive &ar)

	BOOST_CLASS_EXPORT_KEY (ore::data::AbsoluteStrike)

	BOOST_CLASS_EXPORT_KEY (ore::data::DeltaStrike)

	BOOST_CLASS_EXPORT_KEY (ore::data::AtmStrike)

	BOOST_CLASS_EXPORT_KEY (ore::data::MoneynessStrike)

Detailed Description

Classes for representing a strike using various conventions.

Definition in file strike.hpp.

Function Documentation

◆ BOOST_CLASS_EXPORT_KEY() [1/4]

BOOST_CLASS_EXPORT_KEY ( ore::data::AbsoluteStrike )

◆ BOOST_CLASS_EXPORT_KEY() [2/4]

BOOST_CLASS_EXPORT_KEY ( ore::data::DeltaStrike )

◆ BOOST_CLASS_EXPORT_KEY() [3/4]

BOOST_CLASS_EXPORT_KEY ( ore::data::AtmStrike )

◆ BOOST_CLASS_EXPORT_KEY() [4/4]

BOOST_CLASS_EXPORT_KEY ( ore::data::MoneynessStrike )

Classes