ql/instruments/stickyratchet.hpp File Reference


Detailed Description

Payoffs for double nested options of sticky or ratchet type.

#include <ql/option.hpp>

Include dependency graph for stickyratchet.hpp:


Namespaces

namespace  QuantLib

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...