QuantLib_RatchetPayoff man page
RatchetPayoff — Ratchet payoff (single option)
Public Member Functions
RatchetPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
std::string name () const
Additional Inherited Members
Ratchet payoff (single 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.
Generated automatically by Doxygen for QuantLib from the source code.
The man page RatchetPayoff(3) is an alias of QuantLib_RatchetPayoff(3).