strike.cpp File Reference

#include <ored/utilities/parsers.hpp>
#include <ored/utilities/strike.hpp>
#include <ql/errors.hpp>
#include <boost/thread/mutex.hpp>
#include <boost/thread/lock_guard.hpp>
#include <boost/regex.hpp>

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Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
Strike	parseStrike (const std::string &s)
	Convert text to Strike. More...
std::ostream &	operator<< (std::ostream &out, const Strike &s)
	Convert Strike to text. More...
bool	operator== (const Strike &s1, const Strike &s2)
	Logical comparison of strikes. More...
QuantLib::Real	computeAbsoluteStrike (const Strike &s, const QuantLib::Real atm, const QuantLib::Real atmf)
	Convenience function that computes an absolute strike. More...