StickyPayoff (3) - Linux Manuals

StickyPayoff: Sticky payoff (single option).


QuantLib::StickyPayoff - Sticky payoff (single option).


#include <ql/instruments/stickyratchet.hpp>

Inherits QuantLib::DoubleStickyRatchetPayoff.

Public Member Functions

StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)

Payoff interface

std::string name () const

Detailed Description

Sticky 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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