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QuantLib_RatchetPayoff
Langue: en
Version: 166871 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::RatchetPayoff - Ratchet payoff (single option).SYNOPSIS
#include <ql/instruments/stickyratchet.hpp>
Inherits QuantLib::DoubleStickyRatchetPayoff.
Public Member Functions
RatchetPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
Payoff interface
std::string name () const
Detailed Description
Ratchet 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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