RatchetPayoff (3) - Linux Manuals

RatchetPayoff: Ratchet payoff (single option).

NAME

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.

Author

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