CommoditySpreadOptionData Class Reference

Inheritance diagram for CommoditySpreadOptionData:

Classes
class	OptionStripData

Public Member Functions
	CommoditySpreadOptionData (const std::vector< ore::data::LegData > &legData, const ore::data::OptionData &optionData, QuantLib::Real strike)
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename)
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString ()
	Parse from XML string.

Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) override
const std::vector< ore::data::LegData > &	legData () const
const ore::data::OptionData &	optionData () const
QuantLib::Real	strike () const
boost::optional< OptionStripData >	optionStrip ()