QuantLib_RatchetMinPayoff man page
RatchetMinPayoff — RatchetMin payoff (double option)
Public Member Functions
RatchetMinPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
std::string name () const
Additional Inherited Members
RatchetMin payoff (double option)
Member Function Documentation
std::string name () const [virtual]
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.
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The man page RatchetMinPayoff(3) is an alias of QuantLib_RatchetMinPayoff(3).