QuantLib_RatchetMinPayoff (3) - Linux Manuals
QuantLib_RatchetMinPayoff: RatchetMin payoff (double option).
QuantLib::RatchetMinPayoff - RatchetMin payoff (double option).
Public Member Functions
RatchetMinPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
RatchetMin 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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