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