dynamicstype.hpp File Reference

dynamics type definitions More...

#include <ostream>

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Namespaces
namespace	QuantExt

Enumerations
enum	Stickyness { StickyStrike , StickyLogMoneyness , StickyAbsoluteMoneyness }
	Stickiness. More...
enum	ReactionToTimeDecay { ConstantVariance , ForwardForwardVariance }
	Reaction to Time Decay. More...
enum	YieldCurveRollDown { ConstantDiscounts , ForwardForward }
	Yield Curve Roll Down. More...

Functions
std::ostream &	operator<< (std::ostream &out, const Stickyness &t)
std::ostream &	operator<< (std::ostream &out, const ReactionToTimeDecay &t)
std::ostream &	operator<< (std::ostream &out, const YieldCurveRollDown &t)

Detailed Description

dynamics type definitions

Definition in file dynamicstype.hpp.