RatchetMinPayoff Class Reference

#include <ql/instruments/stickyratchet.hpp>

Inheritance diagram for RatchetMinPayoff:

List of all members.


Detailed Description

RatchetMin payoff (double option).

Public Member Functions

 RatchetMinPayoff (Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor)
Payoff interface
std::string name () const

Member Function Documentation

std::string name (  )  const [virtual]

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.