- QuantLib
- RatchetMaxPayoff
RatchetMax payoff (double option) More...
#include <ql/instruments/stickyratchet.hpp>
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 |
RatchetMax payoff (double option)
std::string name | ( | ) | const [virtual] |
Reimplemented from DoubleStickyRatchetPayoff.