Sticky payoff (single option) More...
#include <ql/instruments/stickyratchet.hpp>
Inheritance diagram for StickyPayoff:Public Member Functions | |
| StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor) | |
Payoff interface | |
| std::string | name () const |
Public Member Functions inherited from DoubleStickyRatchetPayoff | |
| DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) | |
| Real | operator() (Real forward) const |
| std::string | description () const |
| virtual void | accept (AcyclicVisitor &) |
Payoff interface | |
Visitability | |
Additional Inherited Members | |
Protected Attributes inherited from DoubleStickyRatchetPayoff | |
| Real | type1_ |
| Real | type2_ |
| Real | gearing1_ |
| Real | gearing2_ |
| Real | gearing3_ |
| Real | spread1_ |
| Real | spread2_ |
| Real | spread3_ |
| Real | initialValue1_ |
| Real | initialValue2_ |
| Real | accrualFactor_ |
Sticky payoff (single option)
|
virtual |
Reimplemented from DoubleStickyRatchetPayoff.