Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces. More...
#include <ored/utilities/strike.hpp>
Public Member Functions | |
DeltaString (const std::string &s) | |
bool | isAtm () const |
bool | isPut () const |
bool | isCall () const |
Real | delta () const |
Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces.