QuantLib_RatchetMaxPayoff (3) - Linux Manuals
QuantLib_RatchetMaxPayoff: RatchetMax payoff (double option).
NAME
QuantLib::RatchetMaxPayoff - RatchetMax payoff (double option).
SYNOPSIS
#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
Detailed Description
RatchetMax payoff (double option).
Member Function Documentation
std::string name () const [virtual]
Warning
- 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.
Author
Generated automatically by Doxygen for QuantLib from the source code.