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... |