strike.hpp File Reference

Classes for representing a strike using various conventions. More...

#include <ql/quotes/deltavolquote.hpp>
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <boost/optional.hpp>
#include <boost/serialization/base_object.hpp>
#include <boost/serialization/export.hpp>
#include <boost/serialization/version.hpp>
#include <boost/serialization/optional.hpp>
#include <ql/shared_ptr.hpp>

Classes
class	BaseStrike
class	AbsoluteStrike
class	DeltaStrike
class	AtmStrike
class	MoneynessStrike

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
std::ostream &	operator<< (std::ostream &os, const BaseStrike &strike)
	Write strike to stream.
std::ostream &	operator<< (std::ostream &os, QuantLib::DeltaVolQuote::DeltaType type)
	Write deltaType to stream. Not provided in QuantLib so add it here.
std::ostream &	operator<< (std::ostream &os, QuantLib::DeltaVolQuote::AtmType type)
	Write atmType to stream. Not provided in QuantLib so add it here.
std::ostream &	operator<< (std::ostream &os, MoneynessStrike::Type type)
	Write MoneynessStrike::Type, type, to stream.
MoneynessStrike::Type	parseMoneynessType (const std::string &type)
	Parse MoneynessStrike::Type from type.
QuantLib::ext::shared_ptr< BaseStrike >	parseBaseStrike (const std::string &strStrike)
	Parse a Strike from its string representation, strStrike.
template<class Archive>
void	registerBaseStrike (Archive &ar)
	BOOST_CLASS_EXPORT_KEY (ore::data::AbsoluteStrike)
	BOOST_CLASS_EXPORT_KEY (ore::data::DeltaStrike)
	BOOST_CLASS_EXPORT_KEY (ore::data::AtmStrike)
	BOOST_CLASS_EXPORT_KEY (ore::data::MoneynessStrike)

Detailed Description

Classes for representing a strike using various conventions.