strike description
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#include <ql/types.hpp>
#include <string>
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struct | Strike |
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class | DeltaString |
| Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces. More...
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Strike | parseStrike (const std::string &s) |
| Convert text to Strike.
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std::ostream & | operator<< (std::ostream &out, const Strike &s) |
| Convert Strike to text.
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bool | operator== (const Strike &s1, const Strike &s2) |
| Logical comparison of strikes.
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QuantLib::Real | computeAbsoluteStrike (const Strike &s, const QuantLib::Real atm, const QuantLib::Real atmf) |
| Convenience function that computes an absolute strike.
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