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QuantLib_StickyPayoff
Langue: en
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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