AbsoluteStrike Class Reference

#include <ored/marketdata/strike.hpp>

Inheritance diagram for AbsoluteStrike:

Public Member Functions
	AbsoluteStrike ()
	Default constructor.
	AbsoluteStrike (QuantLib::Real strike)
	Constructor with explicit strike.
QuantLib::Real	strike () const
	Return the absolute strike level.
void	fromString (const std::string &strStrike) override
std::string	toString () const override

Protected Member Functions
bool	equal_to (const BaseStrike &other) const override
	Override in derived classes to compare specific Strikes.

Friends
class	boost::serialization::access
	Serialization.

Detailed Description

Strike implementation where the strike is described by a single number that represents the absolute strike level.

Member Function Documentation

fromString()

void fromString ( const std::string & strStrike )

overridevirtual

Populate AbsoluteStrike object from strStrike which should be a number. An exception is thrown if strStrike cannot be parsed as a QuantLib::Real.

Implements BaseStrike.

toString()

std::string toString ( ) const

overridevirtual

Writes the AbsoluteStrike object to string. This returns the string representation of the absolute strike number.

Implements BaseStrike.

equal_to()

bool equal_to ( const BaseStrike & other ) const

overrideprotectedvirtual

Override in derived classes to compare specific Strikes.

Implements BaseStrike.