kiyosi

外观

<kiyosi/instruments/option_terms.hpp> ​

cpp
#include <kiyosi/instruments/option_terms.hpp>

OptionType ​

cpp
enum class OptionType

Direction of an option payoff.

枚举值

  • call — Right to benefit from prices above the strike.
  • put — Right to benefit from prices below the strike.

kiyosi::OptionTerms ​

cpp
class kiyosi::OptionTerms

Contractual essentials shared by every strike-and-life option: option_type, strike, and life dates.

成员 ​

option_type ​

cpp
OptionType kiyosi::OptionTerms::option_type() const noexcept

Returns the call-or-put direction.

strike ​

cpp
double kiyosi::OptionTerms::strike() const noexcept

Returns the positive strike price.

effective_date ​

cpp
Date kiyosi::OptionTerms::effective_date() const noexcept

Returns the first date of the contract life.

expiry_date ​

cpp
Date kiyosi::OptionTerms::expiry_date() const noexcept

Returns the final date of the contract life.