#include <ored/utilities/strike.hpp>

Collaboration diagram for Strike:

Public Types
enum class	Type { ATM , ATMF , ATM_Offset , Absolute , Delta , DeltaCall , DeltaPut , BF , RR , ATM_Moneyness , ATMF_Moneyness }

Public Attributes
Type	type

QuantLib::Real	value

Detailed Description

Definition at line 32 of file strike.hpp.

Member Enumeration Documentation

◆ Type

enum class Type

strong

Enumerator
ATM
ATMF
ATM_Offset
Absolute
Delta
DeltaCall
DeltaPut
BF
RR
ATM_Moneyness
ATMF_Moneyness

Definition at line 33 of file strike.hpp.

                    {
        ATM,
        ATMF,
        ATM_Offset,
        Absolute,
        Delta,
        DeltaCall,
        DeltaPut,
        BF,
        RR,
        ATM_Moneyness,
        ATMF_Moneyness
    };

Member Data Documentation

◆ type

Type type

Definition at line 46 of file strike.hpp.

◆ value

QuantLib::Real value

Definition at line 47 of file strike.hpp.