Intermediate class for single/double sticky/ratchet payoffs. More...
#include <ql/instruments/stickyratchet.hpp>
Inheritance diagram for DoubleStickyRatchetPayoff:Public Member Functions | |
| DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) | |
Payoff interface | |
Visitability | |
Payoff interface | |
| Real | type1_ |
| Real | type2_ |
| Real | gearing1_ |
| Real | gearing2_ |
| Real | gearing3_ |
| Real | spread1_ |
| Real | spread2_ |
| Real | spread3_ |
| Real | initialValue1_ |
| Real | initialValue2_ |
| Real | accrualFactor_ |
| std::string | name () const |
| Real | operator() (Real forward) const |
| std::string | description () const |
| virtual void | accept (AcyclicVisitor &) |
Additional Inherited Members | |
Public Types inherited from Payoff | |
| typedef Real | argument_type |
| typedef Real | result_type |
Intermediate class for single/double sticky/ratchet payoffs.
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virtual |
Implements Payoff.
Reimplemented in StickyMinPayoff, StickyMaxPayoff, RatchetMinPayoff, RatchetMaxPayoff, StickyPayoff, and RatchetPayoff.