DeltaString Class Reference

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

#include <ored/utilities/strike.hpp>

Public Member Functions
	DeltaString (const std::string &s)
bool	isAtm () const
bool	isPut () const
bool	isCall () const
Real	delta () const

Detailed Description

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