RatchetPayoff Class Reference

Ratchet payoff (single option). More...

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for RatchetPayoff:

List of all members.

Public Member Functions

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


Detailed Description

Ratchet payoff (single option).

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.