StickyMax payoff (double option) More...

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for StickyMaxPayoff:

Public Member Functions
	StickyMaxPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, 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
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

StickyMax payoff (double 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.