#include <ored/marketdata/strike.hpp>
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 |
Strike implementation where the strike is described by a delta type, an option type and a delta level.
|
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.
|
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.