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<title>DoubleStickyRatchetPayoff Class Reference</title>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html">DoubleStickyRatchetPayoff</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">DoubleStickyRatchetPayoff Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::DoubleStickyRatchetPayoff" --><!-- doxytag: inherits="QuantLib::Payoff" -->
<p>Intermediate class for single/double sticky/ratchet payoffs.
<a href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#details">More...</a></p>
<p><code>#include <ql/instruments/stickyratchet.hpp></code></p>
<div class="dynheader">
Inheritance diagram for DoubleStickyRatchetPayoff:</div>
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<div class="center"><img src="class_quant_lib_1_1_double_sticky_ratchet_payoff__inherit__graph.png" border="0" usemap="#_double_sticky_ratchet_payoff_inherit__map" alt="Inheritance graph"/></div>
<map name="_double_sticky_ratchet_payoff_inherit__map" id="_double_sticky_ratchet_payoff_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_ratchet_max_payoff.html" title="RatchetMax payoff (double option)" alt="" coords="340,5,465,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_ratchet_min_payoff.html" title="RatchetMin payoff (double option)" alt="" coords="341,58,464,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_ratchet_payoff.html" title="Ratchet payoff (single option)" alt="" coords="352,111,453,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_sticky_max_payoff.html" title="StickyMax payoff (double option)" alt="" coords="344,165,461,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_sticky_min_payoff.html" title="StickyMin payoff (double option)" alt="" coords="345,218,460,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_sticky_payoff.html" title="Sticky payoff (single option)" alt="" coords="356,271,449,302"/><area shape="rect" id="node2" href="class_quant_lib_1_1_payoff.html" title="Abstract base class for option payoffs." alt="" coords="7,138,63,169"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_double_sticky_ratchet_payoff-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18f246c0b1236a4b7c2ded97b8fa33ed"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::DoubleStickyRatchetPayoff" ref="a18f246c0b1236a4b7c2ded97b8fa33ed" args="(Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)" -->
 </td><td class="memItemRight" valign="bottom"><b>DoubleStickyRatchetPayoff</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> type1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> type2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing3, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> spread1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> spread2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> spread3, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> initialValue1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> initialValue2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accrualFactor)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2880a6dfa22d5df6db76c086ae7721bf"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::operator()" ref="a2880a6dfa22d5df6db76c086ae7721bf" args="(Real forward) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b5000e45c1386c4e56ef650f6b0ef5b"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::description" ref="a7b5000e45c1386c4e56ef650f6b0ef5b" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::accept" ref="a896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abc8f25f88df7422f6b0b76e2f1c4927c"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::type1_" ref="abc8f25f88df7422f6b0b76e2f1c4927c" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>type1_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a557463199e12b6b100feb90a5b62ac99"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::type2_" ref="a557463199e12b6b100feb90a5b62ac99" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>type2_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac418b2b5f0c54eede482b9d76d425b7a"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::gearing1_" ref="ac418b2b5f0c54eede482b9d76d425b7a" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing1_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a44b648247a153b4790881c9e4214e501"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::gearing2_" ref="a44b648247a153b4790881c9e4214e501" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing2_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a988e383316b1ad9bbf01779d6d5507a2"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::gearing3_" ref="a988e383316b1ad9bbf01779d6d5507a2" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing3_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a263fdfa7500dd221e5326e864d9a0015"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::spread1_" ref="a263fdfa7500dd221e5326e864d9a0015" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread1_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa59c1ff658161fa911e029c9f21fa5f"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::spread2_" ref="aaa59c1ff658161fa911e029c9f21fa5f" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread2_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a774312451eb16226751af22306790298"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::spread3_" ref="a774312451eb16226751af22306790298" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread3_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8600ffeada927b9bf1c0b11724bbbafc"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::initialValue1_" ref="a8600ffeada927b9bf1c0b11724bbbafc" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>initialValue1_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a949c24a98ae16d82a431a86f1a55a1a3"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::initialValue2_" ref="a949c24a98ae16d82a431a86f1a55a1a3" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>initialValue2_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac10c63edf709c1a57e00fe717247f4c7"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::accrualFactor_" ref="ac10c63edf709c1a57e00fe717247f4c7" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accrualFactor_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Intermediate class for single/double sticky/ratchet payoffs. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::DoubleStickyRatchetPayoff::name" ref="a37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">std::string <a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000087">Warning:</a></b></dt><dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">Payoff</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_sticky_min_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyPayoff</a>, and <a class="el" href="class_quant_lib_1_1_ratchet_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetPayoff</a>.</p>
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