QuantLib_RatchetMaxPayoff (3) - Linux Manuals

QuantLib_RatchetMaxPayoff: RatchetMax payoff (double option).


QuantLib::RatchetMaxPayoff - RatchetMax payoff (double option).


#include <ql/instruments/stickyratchet.hpp>

Inherits QuantLib::DoubleStickyRatchetPayoff.

Public Member Functions

RatchetMaxPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)

Payoff interface

std::string name () const

Detailed Description

RatchetMax payoff (double option).

Member Function Documentation

std::string name () const [virtual]


This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Reimplemented from DoubleStickyRatchetPayoff.


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