QuantLibAddin::RatchetPayoff Class Reference
#include <qlo/stickyratchet.hpp>
Inheritance diagram for QuantLibAddin::RatchetPayoff:
Collaboration diagram for QuantLibAddin::RatchetPayoff:
Public Member Functions | |
RatchetPayoff (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Real gearing1, const QuantLib::Real gearing2, const QuantLib::Spread spread1, const QuantLib::Spread spread2, const QuantLib::Real initialValue, const QuantLib::Real accrualFactor, bool permanent) | |
Public Member Functions inherited from 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) | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantLibAddin::DoubleStickyRatchetPayoff | |
OH_OBJ_CTOR (DoubleStickyRatchetPayoff, Payoff) | |
Constructor & Destructor Documentation
◆ RatchetPayoff()
QuantLibAddin::RatchetPayoff::RatchetPayoff | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const QuantLib::Real | gearing1, | ||
const QuantLib::Real | gearing2, | ||
const QuantLib::Spread | spread1, | ||
const QuantLib::Spread | spread2, | ||
const QuantLib::Real | initialValue, | ||
const QuantLib::Real | accrualFactor, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: