RatchetPayoff (3) Linux Manual Page
QuantLib::RatchetPayoff – Ratchet payoff (single option).
Synopsis
#include <ql/instruments/stickyratchet.hpp>Inherits QuantLib::DoubleStickyRatchetPayoff.
Public Member Functions
RatchetPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)Payoff interface
std::string name () const
Detailed Description
Ratchet payoff (single 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.