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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html">DoubleStickyRatchetPayoff</a></li> </ul>
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<div class="title">DoubleStickyRatchetPayoff Class Reference</div> </div>
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<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>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a18f246c0b1236a4b7c2ded97b8fa33ed"><td class="memItemLeft" align="right" valign="top"><a id="a18f246c0b1236a4b7c2ded97b8fa33ed"></a>
 </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 class="separator:a18f246c0b1236a4b7c2ded97b8fa33ed"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Payoff interface</h2></td></tr>
<tr class="memitem:abc8f25f88df7422f6b0b76e2f1c4927c"><td class="memItemLeft" align="right" valign="top"><a id="abc8f25f88df7422f6b0b76e2f1c4927c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>type1_</b></td></tr>
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<tr class="memitem:a557463199e12b6b100feb90a5b62ac99"><td class="memItemLeft" align="right" valign="top"><a id="a557463199e12b6b100feb90a5b62ac99"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>type2_</b></td></tr>
<tr class="separator:a557463199e12b6b100feb90a5b62ac99"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac418b2b5f0c54eede482b9d76d425b7a"><td class="memItemLeft" align="right" valign="top"><a id="ac418b2b5f0c54eede482b9d76d425b7a"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing1_</b></td></tr>
<tr class="separator:ac418b2b5f0c54eede482b9d76d425b7a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44b648247a153b4790881c9e4214e501"><td class="memItemLeft" align="right" valign="top"><a id="a44b648247a153b4790881c9e4214e501"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing2_</b></td></tr>
<tr class="separator:a44b648247a153b4790881c9e4214e501"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a988e383316b1ad9bbf01779d6d5507a2"><td class="memItemLeft" align="right" valign="top"><a id="a988e383316b1ad9bbf01779d6d5507a2"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing3_</b></td></tr>
<tr class="separator:a988e383316b1ad9bbf01779d6d5507a2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a263fdfa7500dd221e5326e864d9a0015"><td class="memItemLeft" align="right" valign="top"><a id="a263fdfa7500dd221e5326e864d9a0015"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread1_</b></td></tr>
<tr class="separator:a263fdfa7500dd221e5326e864d9a0015"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aaa59c1ff658161fa911e029c9f21fa5f"><td class="memItemLeft" align="right" valign="top"><a id="aaa59c1ff658161fa911e029c9f21fa5f"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread2_</b></td></tr>
<tr class="separator:aaa59c1ff658161fa911e029c9f21fa5f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a774312451eb16226751af22306790298"><td class="memItemLeft" align="right" valign="top"><a id="a774312451eb16226751af22306790298"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spread3_</b></td></tr>
<tr class="separator:a774312451eb16226751af22306790298"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8600ffeada927b9bf1c0b11724bbbafc"><td class="memItemLeft" align="right" valign="top"><a id="a8600ffeada927b9bf1c0b11724bbbafc"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>initialValue1_</b></td></tr>
<tr class="separator:a8600ffeada927b9bf1c0b11724bbbafc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a949c24a98ae16d82a431a86f1a55a1a3"><td class="memItemLeft" align="right" valign="top"><a id="a949c24a98ae16d82a431a86f1a55a1a3"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>initialValue2_</b></td></tr>
<tr class="separator:a949c24a98ae16d82a431a86f1a55a1a3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac10c63edf709c1a57e00fe717247f4c7"><td class="memItemLeft" align="right" valign="top"><a id="ac10c63edf709c1a57e00fe717247f4c7"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accrualFactor_</b></td></tr>
<tr class="separator:ac10c63edf709c1a57e00fe717247f4c7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171"><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#a1d89c28bd42ba9a52da008bb69367171">name</a> () const</td></tr>
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<tr class="memitem:a7d5eb56af681abb7bff33230536d69bf"><td class="memItemLeft" align="right" valign="top"><a id="a7d5eb56af681abb7bff33230536d69bf"></a>
<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>
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<tr class="memitem:a07ffe70037e0a16554c868bcdd8f83b5"><td class="memItemLeft" align="right" valign="top"><a id="a07ffe70037e0a16554c868bcdd8f83b5"></a>
std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const</td></tr>
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<tr class="memitem:a896099363a2a409d2485c3ce9e4e4265"><td class="memItemLeft" align="right" valign="top"><a id="a896099363a2a409d2485c3ce9e4e4265"></a>
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>
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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_payoff"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_payoff')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a></td></tr>
<tr class="memitem:af498733f2fd0abef2f5f1071a1b9354a inherit pub_types_class_quant_lib_1_1_payoff"><td class="memItemLeft" align="right" valign="top"><a id="af498733f2fd0abef2f5f1071a1b9354a"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
<tr class="separator:af498733f2fd0abef2f5f1071a1b9354a inherit pub_types_class_quant_lib_1_1_payoff"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abd4b619e88e62e8c704bc850340fc078 inherit pub_types_class_quant_lib_1_1_payoff"><td class="memItemLeft" align="right" valign="top"><a id="abd4b619e88e62e8c704bc850340fc078"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr class="separator:abd4b619e88e62e8c704bc850340fc078 inherit pub_types_class_quant_lib_1_1_payoff"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Intermediate class for single/double sticky/ratchet payoffs. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a1d89c28bd42ba9a52da008bb69367171"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a1d89c28bd42ba9a52da008bb69367171">◆ </a></span>name()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">std::string name </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000121">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#a1d89c28bd42ba9a52da008bb69367171">StickyMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html#a1d89c28bd42ba9a52da008bb69367171">StickyMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_payoff.html#a1d89c28bd42ba9a52da008bb69367171">StickyPayoff</a>, and <a class="el" href="class_quant_lib_1_1_ratchet_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetPayoff</a>.</p>
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