QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
DoubleStickyRatchetPayoff Class Reference

Intermediate class for single/double sticky/ratchet payoffs. More...

#include <ql/instruments/stickyratchet.hpp>

+ Inheritance diagram for DoubleStickyRatchetPayoff:

Public Member Functions

 DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
 
Payoff interface
Visitability

Payoff interface

Real type1_
 
Real type2_
 
Real gearing1_
 
Real gearing2_
 
Real gearing3_
 
Real spread1_
 
Real spread2_
 
Real spread3_
 
Real initialValue1_
 
Real initialValue2_
 
Real accrualFactor_
 
std::string name () const
 
Real operator() (Real forward) const
 
std::string description () const
 
virtual void accept (AcyclicVisitor &)
 

Additional Inherited Members

- Public Types inherited from Payoff
typedef Real argument_type
 
typedef Real result_type
 

Detailed Description

Intermediate class for single/double sticky/ratchet payoffs.

Member Function Documentation

◆ name()

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.

Implements Payoff.

Reimplemented in StickyMinPayoff, StickyMaxPayoff, RatchetMinPayoff, RatchetMaxPayoff, StickyPayoff, and RatchetPayoff.