stickyratchet (3) - Linux Manuals

stickyratchet: Payoffs for double nested options of sticky or ratchet type.

Command to display stickyratchet manual in Linux: $ man 3 stickyratchet

NAME

ql/instruments/stickyratchet.hpp - Payoffs for double nested options of sticky or ratchet type.

SYNOPSIS

#include <ql/option.hpp>
#include <ql/payoff.hpp>

Classes

class DoubleStickyRatchetPayoff
Intermediate class for single/double sticky/ratchet payoffs.
class RatchetPayoff
Ratchet payoff (single option).
class StickyPayoff
Sticky payoff (single option).
class RatchetMaxPayoff
RatchetMax payoff (double option).
class RatchetMinPayoff
RatchetMin payoff (double option).
class StickyMaxPayoff
StickyMax payoff (double option).
class StickyMinPayoff
StickyMin payoff (double option).

Detailed Description

Payoffs for double nested options of sticky or ratchet type.

Author

Generated automatically by Doxygen for QuantLib from the source code.