QuantLib_StickyMaxPayoff man page

StickyMaxPayoff — StickyMax payoff (double option)

Synopsis

#include <ql/instruments/stickyratchet.hpp>

Inherits DoubleStickyRatchetPayoff.

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

Additional Inherited Members

Detailed Description

StickyMax payoff (double 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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

StickyMaxPayoff(3) is an alias of QuantLib_StickyMaxPayoff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib