Inheritance diagram for QuantLibAddin::StickyPayoff:

Collaboration diagram for QuantLibAddin::StickyPayoff:

Public Member Functions
	StickyPayoff (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

◆ StickyPayoff()

QuantLibAddin::StickyPayoff::StickyPayoff	(	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: