QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
RatchetMinPayoff Member List

This is the complete list of members for RatchetMinPayoff, including all inherited members.

accept(AcyclicVisitor &) overrideDoubleStickyRatchetPayoffvirtual
accrualFactor_DoubleStickyRatchetPayoffprotected
description() const overrideDoubleStickyRatchetPayoffvirtual
DoubleStickyRatchetPayoff(Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)DoubleStickyRatchetPayoff
gearing1_DoubleStickyRatchetPayoffprotected
gearing2_DoubleStickyRatchetPayoffprotected
gearing3_DoubleStickyRatchetPayoffprotected
initialValue1_DoubleStickyRatchetPayoffprotected
initialValue2_DoubleStickyRatchetPayoffprotected
name() const overrideRatchetMinPayoffvirtual
operator()(Real forward) const overrideDoubleStickyRatchetPayoffvirtual
RatchetMinPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)RatchetMinPayoff
spread1_DoubleStickyRatchetPayoffprotected
spread2_DoubleStickyRatchetPayoffprotected
spread3_DoubleStickyRatchetPayoffprotected
type1_DoubleStickyRatchetPayoffprotected
type2_DoubleStickyRatchetPayoffprotected
~Payoff()=defaultPayoffvirtual