StickyPayoff Class Reference

Sticky payoff (single option) More...

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for StickyPayoff:

Public Member Functions
	StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
Payoff interface
std::string	name () const
Public Member Functions inherited from DoubleStickyRatchetPayoff
	DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
Real	operator() (Real forward) const
std::string	description () const
virtual void	accept (AcyclicVisitor &)
Payoff interface
Visitability

Additional Inherited Members
Public Types inherited from Payoff
typedef Real	argument_type
typedef Real	result_type
Protected Attributes inherited from DoubleStickyRatchetPayoff
Real	type1_
Real	type2_
Real	gearing1_
Real	gearing2_
Real	gearing3_
Real	spread1_
Real	spread2_
Real	spread3_
Real	initialValue1_
Real	initialValue2_
Real	accrualFactor_

Detailed Description

Sticky payoff (single option)

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.

Reimplemented from DoubleStickyRatchetPayoff.