QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
StickyMinPayoff Member List

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

accept(AcyclicVisitor &) overrideDoubleStickyRatchetPayoffvirtual
accrualFactor_DoubleStickyRatchetPayoffprotected
argument_typePayoff
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 overrideStickyMinPayoffvirtual
operator()(Real forward) const overrideDoubleStickyRatchetPayoffvirtual
result_typePayoff
spread1_DoubleStickyRatchetPayoffprotected
spread2_DoubleStickyRatchetPayoffprotected
spread3_DoubleStickyRatchetPayoffprotected
StickyMinPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)StickyMinPayoff
type1_DoubleStickyRatchetPayoffprotected
type2_DoubleStickyRatchetPayoffprotected
~Payoff()=defaultPayoffvirtual