StickyPayoff Class Reference

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for StickyPayoff:

Inheritance graph
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List of all members.

Detailed Description

Sticky payoff (single option).


Public Member Functions

 StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
Payoff interface
std::string name () const


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.