dynamics type definitions More...
#include <ostream>
Enumerations | |
enum | Stickyness { StickyStrike , StickyLogMoneyness , StickyAbsoluteMoneyness } |
Stickiness. | |
enum | ReactionToTimeDecay { ConstantVariance , ForwardForwardVariance } |
Reaction to Time Decay. | |
enum | YieldCurveRollDown { ConstantDiscounts , ForwardForward } |
Yield Curve Roll Down. | |
dynamics type definitions