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Reference manual - version ored_version
Classes | Namespaces | Functions
strike.hpp File Reference

strike description More...

#include <ql/types.hpp>
#include <string>

Classes

struct  Strike
 
class  DeltaString
 Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

Strike parseStrike (const std::string &s)
 Convert text to Strike.
 
std::ostream & operator<< (std::ostream &out, const Strike &s)
 Convert Strike to text.
 
bool operator== (const Strike &s1, const Strike &s2)
 Logical comparison of strikes.
 
QuantLib::Real computeAbsoluteStrike (const Strike &s, const QuantLib::Real atm, const QuantLib::Real atmf)
 Convenience function that computes an absolute strike.
 

Detailed Description

strike description