StickyPayoff Class Reference

Sticky payoff (single option) More...

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for StickyPayoff:

List of all members.

Public Member Functions

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

Detailed Description

Sticky 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.