DoubleStickyRatchetPayoff Class Reference

Intermediate class for single/double sticky/ratchet payoffs. More...

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for DoubleStickyRatchetPayoff:

Public Member Functions
	DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
Public Member Functions inherited from Payoff

Payoff interface
Real	type1_
Real	type2_
Real	gearing1_
Real	gearing2_
Real	gearing3_
Real	spread1_
Real	spread2_
Real	spread3_
Real	initialValue1_
Real	initialValue2_
Real	accrualFactor_
std::string	name () const override
Real	operator() (Real forward) const override
std::string	description () const override
void	accept (AcyclicVisitor &) override

Detailed Description

Intermediate class for single/double sticky/ratchet payoffs.

Member Function Documentation

name()

std::string name ( ) const

overridevirtual

Warning

This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Implements Payoff.

Reimplemented in RatchetMaxPayoff, RatchetMinPayoff, RatchetPayoff, StickyMaxPayoff, StickyMinPayoff, and StickyPayoff.

operator()()

Real operator() ( Real forward ) const

overridevirtual

Implements Payoff.

description()

std::string description ( ) const

overridevirtual

Implements Payoff.

accept()

void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented from Payoff.