DoubleStickyRatchetPayoff Class Reference

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for DoubleStickyRatchetPayoff:

Inheritance graph
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List of all members.

Detailed Description

Intermediate class for single/double sticky/ratchet payoffs.


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 &)

Protected Attributes

Real type1_
Real type2_
Real gearing1_
Real gearing2_
Real gearing3_
Real spread1_
Real spread2_
Real spread3_
Real initialValue1_
Real initialValue2_
Real accrualFactor_


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.

Implements Payoff.

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