dynamicstype.hpp File Reference

dynamics type definitions More...

#include <ostream>

Enumerations
enum	Stickyness { StickyStrike , StickyLogMoneyness , StickyAbsoluteMoneyness }
	Stickiness.
enum	ReactionToTimeDecay { ConstantVariance , ForwardForwardVariance }
	Reaction to Time Decay.
enum	YieldCurveRollDown { ConstantDiscounts , ForwardForward }
	Yield Curve Roll Down.

Functions
std::ostream &	operator<< (std::ostream &out, const Stickyness &t)
std::ostream &	operator<< (std::ostream &out, const ReactionToTimeDecay &t)
std::ostream &	operator<< (std::ostream &out, const YieldCurveRollDown &t)

Detailed Description

dynamics type definitions