QuantLib_StickyPayoff

Langue: en

Autres versions - même langue

Version: 377348 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::StickyPayoff -

Sticky payoff (single option).

SYNOPSIS


#include <ql/instruments/stickyratchet.hpp>

Inherits QuantLib::DoubleStickyRatchetPayoff.

Public Member Functions


StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)

Payoff interface

 


std::string name () const

Detailed Description

Sticky payoff (single 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.

Reimplemented from DoubleStickyRatchetPayoff.

Author

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