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 <boost/shared_ptr.hpp>
Classes | |
class | BaseStrike |
class | AbsoluteStrike |
class | DeltaStrike |
class | AtmStrike |
class | MoneynessStrike |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Functions | |
std::ostream & | operator<< (std::ostream &os, const BaseStrike &strike) |
Write strike to stream. | |
std::ostream & | operator<< (std::ostream &os, QuantLib::DeltaVolQuote::DeltaType type) |
Write deltaType to stream. Not provided in QuantLib so add it here. | |
std::ostream & | operator<< (std::ostream &os, QuantLib::DeltaVolQuote::AtmType type) |
Write atmType to stream. Not provided in QuantLib so add it here. | |
std::ostream & | operator<< (std::ostream &os, MoneynessStrike::Type type) |
Write MoneynessStrike::Type, type , to stream. | |
MoneynessStrike::Type | parseMoneynessType (const std::string &type) |
Parse MoneynessStrike::Type from type . | |
boost::shared_ptr< BaseStrike > | parseBaseStrike (const std::string &strStrike) |
Parse a Strike from its string representation, strStrike . | |
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) | |
Classes for representing a strike using various conventions.