Public Member Functions | Protected Member Functions | List of all members
QuantLibAddin::DoubleStickyRatchetPayoff Class Reference

#include <qlo/stickyratchet.hpp>

Inheritance diagram for QuantLibAddin::DoubleStickyRatchetPayoff:
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Collaboration diagram for QuantLibAddin::DoubleStickyRatchetPayoff:
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Public Member Functions

 DoubleStickyRatchetPayoff (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Real type1, const QuantLib::Real type2, const QuantLib::Real gearing1, const QuantLib::Real gearing2, const QuantLib::Real gearing3, const QuantLib::Spread spread1, const QuantLib::Spread spread2, const QuantLib::Spread spread3, const QuantLib::Real initialValue1, const QuantLib::Real initialValue2, const QuantLib::Real accrualFactor, bool permanent)
 

Protected Member Functions

 OH_OBJ_CTOR (DoubleStickyRatchetPayoff, Payoff)
 

Constructor & Destructor Documentation

◆ DoubleStickyRatchetPayoff()

QuantLibAddin::DoubleStickyRatchetPayoff::DoubleStickyRatchetPayoff ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Real  type1,
const QuantLib::Real  type2,
const QuantLib::Real  gearing1,
const QuantLib::Real  gearing2,
const QuantLib::Real  gearing3,
const QuantLib::Spread  spread1,
const QuantLib::Spread  spread2,
const QuantLib::Spread  spread3,
const QuantLib::Real  initialValue1,
const QuantLib::Real  initialValue2,
const QuantLib::Real  accrualFactor,
bool  permanent 
)

Member Function Documentation

◆ OH_OBJ_CTOR()

QuantLibAddin::DoubleStickyRatchetPayoff::OH_OBJ_CTOR ( DoubleStickyRatchetPayoff  ,
Payoff   
)
protected
The documentation for this class was generated from the following file: