QuantLib_StickyPayoff man page

StickyPayoff — Sticky payoff (single option)

Synopsis

#include <ql/instruments/stickyratchet.hpp>

Inherits DoubleStickyRatchetPayoff.

Public Member Functions

StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)

Payoff interface

std::string name () const

Additional Inherited Members

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

StickyPayoff(3) is an alias of QuantLib_StickyPayoff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib