QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
StickyPayoff Class Reference

Sticky payoff (single option) More...

#include <ql/instruments/stickyratchet.hpp>

+ Inheritance diagram for StickyPayoff:
+ Collaboration diagram for StickyPayoff:

Public Member Functions

 StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor)
 
Payoff interface
std::string name () const override
 
- Public Member Functions inherited from DoubleStickyRatchetPayoff
 DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
 
Real operator() (Real forward) const override
 
std::string description () const override
 
void accept (AcyclicVisitor &) override
 
- Public Member Functions inherited from Payoff
virtual ~Payoff ()=default
 

Additional Inherited Members

- Public Attributes inherited from Payoff
QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 
- Protected Attributes inherited from DoubleStickyRatchetPayoff
Real type1_
 
Real type2_
 
Real gearing1_
 
Real gearing2_
 
Real gearing3_
 
Real spread1_
 
Real spread2_
 
Real spread3_
 
Real initialValue1_
 
Real initialValue2_
 
Real accrualFactor_
 

Detailed Description

Sticky payoff (single option)

Definition at line 80 of file stickyratchet.hpp.

Constructor & Destructor Documentation

◆ StickyPayoff()

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

Definition at line 82 of file stickyratchet.hpp.

Member Function Documentation

◆ name()

std::string name ( ) const
overridevirtual
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.

Definition at line 92 of file stickyratchet.hpp.