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Reference manual - version ored_version
Public Member Functions | List of all members
DeltaStrike Class Reference

#include <ored/marketdata/strike.hpp>

+ Inheritance diagram for DeltaStrike:

Public Member Functions

 DeltaStrike ()
 Default constructor.
 
 DeltaStrike (QuantLib::DeltaVolQuote::DeltaType deltaType, QuantLib::Option::Type optionType, QuantLib::Real delta)
 Explicit constructor.
 

Inspectors

class boost::serialization::access
 Serialization.
 
QuantLib::DeltaVolQuote::DeltaType deltaType () const
 Return the delta type.
 
QuantLib::Option::Type optionType () const
 Return the option type.
 
QuantLib::Real delta () const
 Return the delta level.
 
void fromString (const std::string &strStrike) override
 
std::string toString () const override
 
bool equal_to (const BaseStrike &other) const override
 Override in derived classes to compare specific Strikes.
 

Additional Inherited Members

Detailed Description

Strike implementation where the strike is described by a delta type, an option type and a delta level.

Member Function Documentation

◆ fromString()

void fromString ( const std::string &  strStrike)
overridevirtual

Populate DeltaStrike object from strStrike.

The strStrike is expected to be of the form DEL / Spot|Fwd|PaSpot|PaFwd / Call|Put / DELTA_VALUE. An exception is thrown if strStrike is not of this form and cannot be parsed properly.

Implements BaseStrike.

◆ toString()

std::string toString ( ) const
overridevirtual

Writes the DeltaStrike object to string.

The string representation of the DeltaStrike object is of the form DEL / Spot|Fwd|PaSpot|PaFwd / Call|Put / DELTA_VALUE.

Implements BaseStrike.