expiry.hpp File Reference

Classes for representing an expiry for use in market quotes. More...

#include <boost/shared_ptr.hpp>
#include <ored/utilities/serializationdate.hpp>
#include <ored/utilities/serializationperiod.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <string>
#include <boost/serialization/base_object.hpp>
#include <boost/serialization/export.hpp>

Classes
class	Expiry
class	ExpiryDate
class	ExpiryPeriod
class	FutureContinuationExpiry

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
std::ostream &	operator<< (std::ostream &os, const Expiry &expiry)
	Write strike to stream.
boost::shared_ptr< Expiry >	parseExpiry (const std::string &strExpiry)
	Parse an Expiry from its string representation, strExpiry.
	BOOST_CLASS_EXPORT_KEY (ore::data::ExpiryDate)
	BOOST_CLASS_EXPORT_KEY (ore::data::ExpiryPeriod)
	BOOST_CLASS_EXPORT_KEY (ore::data::FutureContinuationExpiry)

Detailed Description

Classes for representing an expiry for use in market quotes.