RatchetMaxPayoff Class Reference

RatchetMax payoff (double option) More...

#include <stickyratchet.hpp>

Inheritance diagram for RatchetMaxPayoff:

Collaboration diagram for RatchetMaxPayoff:

Public Member Functions
	RatchetMaxPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, 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
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

RatchetMax payoff (double option)

Definition at line 97 of file stickyratchet.hpp.

Constructor & Destructor Documentation

RatchetMaxPayoff()

RatchetMaxPayoff	(	Real	gearing1,
		Real	gearing2,
		Real	gearing3,
		Real	spread1,
		Real	spread2,
		Real	spread3,
		Real	initialValue1,
		Real	initialValue2,
		Real	accrualFactor
	)

Definition at line 99 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 110 of file stickyratchet.hpp.