QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
stickyratchet.hpp File Reference

Payoffs for double nested options of sticky or ratchet type. More...

#include <ql/option.hpp>
#include <ql/payoff.hpp>

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
 

Detailed Description

Payoffs for double nested options of sticky or ratchet type.

Definition in file stickyratchet.hpp.