QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Payoffs for double nested options of sticky or ratchet type. More...
Go to the source code of this file.
Classes | |
class | DoubleStickyRatchetPayoff |
Intermediate class for single/double sticky/ratchet payoffs. More... | |
class | RatchetPayoff |
Ratchet payoff (single option) More... | |
class | StickyPayoff |
Sticky payoff (single option) More... | |
class | RatchetMaxPayoff |
RatchetMax payoff (double option) More... | |
class | RatchetMinPayoff |
RatchetMin payoff (double option) More... | |
class | StickyMaxPayoff |
StickyMax payoff (double option) More... | |
class | StickyMinPayoff |
StickyMin payoff (double option) More... | |
Namespaces | |
namespace | QuantLib |
Payoffs for double nested options of sticky or ratchet type.
Definition in file stickyratchet.hpp.