Intermediate class for single/double sticky/ratchet payoffs. More...
#include <ql/instruments/stickyratchet.hpp>
 Inheritance diagram for DoubleStickyRatchetPayoff:
 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) | |
| Payoff interface | |
| std::string | name () const | 
| Real | operator() (Real forward) const | 
| std::string | description () const | 
| virtual void | accept (AcyclicVisitor &) | 
| Payoff interface | |
| Visitability | |
| Protected Attributes | |
| Real | type1_ | 
| Real | type2_ | 
| Real | gearing1_ | 
| Real | gearing2_ | 
| Real | gearing3_ | 
| Real | spread1_ | 
| Real | spread2_ | 
| Real | spread3_ | 
| Real | initialValue1_ | 
| Real | initialValue2_ | 
| Real | accrualFactor_ | 
Intermediate class for single/double sticky/ratchet payoffs.
| 
 | virtual | 
Implements Payoff.
Reimplemented in StickyMinPayoff, StickyMaxPayoff, RatchetMinPayoff, RatchetMaxPayoff, StickyPayoff, and RatchetPayoff.