QuantLib_RatchetPayoff (3) - Linux Manuals
QuantLib_RatchetPayoff: Ratchet payoff (single option).
QuantLib::RatchetPayoff - Ratchet payoff (single option).
Public Member Functions
RatchetPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
Ratchet payoff (single 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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