A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for StickyMaxPayoff, including all inherited members.
| accept(AcyclicVisitor &) (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual |
| accrualFactor_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| argument_type typedef (defined in Payoff) | Payoff | |
| description() const (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual |
| DoubleStickyRatchetPayoff(Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | |
| gearing1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| gearing2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| gearing3_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| initialValue1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| initialValue2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| name() const | StickyMaxPayoff | virtual |
| operator()(Real forward) const (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual |
| result_type typedef (defined in Payoff) | Payoff | |
| spread1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| spread2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| spread3_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| StickyMaxPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) (defined in StickyMaxPayoff) | StickyMaxPayoff | |
| type1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| type2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected |
| ~Payoff() (defined in Payoff) | Payoff | virtual |