- QuantLib
- StickyPayoff
Sticky payoff (single option) More...
#include <ql/instruments/stickyratchet.hpp>
Public Member Functions | |
StickyPayoff (Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor) | |
Payoff interface | |
std::string | name () const |
Sticky payoff (single option)
std::string name | ( | ) | const [virtual] |
Reimplemented from DoubleStickyRatchetPayoff.