#include <ored/marketdata/strike.hpp>
Public Member Functions | |
AbsoluteStrike () | |
Default constructor. | |
AbsoluteStrike (QuantLib::Real strike) | |
Constructor with explicit strike. | |
QuantLib::Real | strike () const |
Return the absolute strike level. | |
void | fromString (const std::string &strStrike) override |
std::string | toString () const override |
Protected Member Functions | |
bool | equal_to (const BaseStrike &other) const override |
Override in derived classes to compare specific Strikes. | |
Friends | |
class | boost::serialization::access |
Serialization. | |
Strike implementation where the strike is described by a single number that represents the absolute strike level.
|
overridevirtual |
Populate AbsoluteStrike object from strStrike
which should be a number. An exception is thrown if strStrike
cannot be parsed as a QuantLib::Real
.
Implements BaseStrike.
|
overridevirtual |
Writes the AbsoluteStrike object to string. This returns the string representation of the absolute strike number.
Implements BaseStrike.