StickyMaxPayoff Class Reference
#include <ql/instruments/stickyratchet.hpp>
Inheritance diagram for StickyMaxPayoff:

Detailed Description
StickyMax payoff (double option).
Public Member Functions | |
StickyMaxPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, 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.