strike.hpp File Reference

strike description More...

#include <ql/types.hpp>
#include <string>

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Classes
struct	Strike
class	DeltaString
	Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces. More...

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...

Detailed Description

strike description

Definition in file strike.hpp.