DeltaStrike Class Reference

#include <ored/marketdata/strike.hpp>

Inheritance diagram for DeltaStrike:

Public Member Functions
	DeltaStrike ()
	Default constructor.
	DeltaStrike (QuantLib::DeltaVolQuote::DeltaType deltaType, QuantLib::Option::Type optionType, QuantLib::Real delta)
	Explicit constructor.

Inspectors
class	boost::serialization::access
	Serialization.
QuantLib::DeltaVolQuote::DeltaType	deltaType () const
	Return the delta type.
QuantLib::Option::Type	optionType () const
	Return the option type.
QuantLib::Real	delta () const
	Return the delta level.
void	fromString (const std::string &strStrike) override
std::string	toString () const override
bool	equal_to (const BaseStrike &other) const override
	Override in derived classes to compare specific Strikes.

Detailed Description

Strike implementation where the strike is described by a delta type, an option type and a delta level.

Member Function Documentation

fromString()

void fromString ( const std::string & strStrike )

overridevirtual

Populate DeltaStrike object from strStrike.

The strStrike is expected to be of the form DEL / Spot|Fwd|PaSpot|PaFwd / Call|Put / DELTA_VALUE. An exception is thrown if strStrike is not of this form and cannot be parsed properly.

Implements BaseStrike.

toString()

std::string toString ( ) const

overridevirtual

Writes the DeltaStrike object to string.

The string representation of the DeltaStrike object is of the form DEL / Spot|Fwd|PaSpot|PaFwd / Call|Put / DELTA_VALUE.

Implements BaseStrike.

equal_to()

bool equal_to ( const BaseStrike & other ) const

overrideprotectedvirtual

Override in derived classes to compare specific Strikes.

Implements BaseStrike.