MoneynessStrike Class Reference

#include <ored/marketdata/strike.hpp>

Inheritance diagram for MoneynessStrike:

Public Types
enum class	Type { Spot , Forward }

Public Member Functions
	MoneynessStrike ()
	Default constructor.
	MoneynessStrike (Type type, QuantLib::Real moneyness)
	Explicit constructor.

Inspectors
class	boost::serialization::access
	Serialization.
Type	type () const
	Return the moneyness type.
QuantLib::Real	moneyness () const
	Return the moneyness 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 moneyness type and a moneyness level.

Member Enumeration Documentation

Type

enum Type

strong

The MoneynessStrike type.

• When the moneyness type is Spot, the moneyness level will be interpreted as the implicit strike divided by the spot value.
• When the moneyness type is Forward, the moneyness level will be interpreted as the implicit strike divided by the forward value.

Member Function Documentation

fromString()

void fromString ( const std::string &  strStrike )

overridevirtual

Populate MoneynessStrike object from strStrike.

The strStrike is expected to be of the form MNY / Spot|Fwd / MONEYNESS_VALUE.

Implements BaseStrike.

toString()

std::string toString ( ) const

overridevirtual

Writes the MoneynessStrike object to string.

The string representation of the MoneynessStrike object is of the form MNY / Spot|Fwd / MONEYNESS_VALUE.

Implements BaseStrike.