stickyratchet.hpp File Reference

Payoffs for double nested options of sticky or ratchet type. More...

#include <ql/option.hpp>
#include <ql/payoff.hpp>

Go to the source code of this file.

Classes
class	DoubleStickyRatchetPayoff
	Intermediate class for single/double sticky/ratchet payoffs. More...
class	RatchetPayoff
	Ratchet payoff (single option) More...
class	StickyPayoff
	Sticky payoff (single option) More...
class	RatchetMaxPayoff
	RatchetMax payoff (double option) More...
class	RatchetMinPayoff
	RatchetMin payoff (double option) More...
class	StickyMaxPayoff
	StickyMax payoff (double option) More...
class	StickyMinPayoff
	StickyMin payoff (double option) More...

Namespaces
namespace	QuantLib

Detailed Description

Payoffs for double nested options of sticky or ratchet type.

Definition in file stickyratchet.hpp.