QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
DoubleStickyRatchetPayoff Member List

This is the complete list of members for DoubleStickyRatchetPayoff, including all inherited members.

accept(AcyclicVisitor &) (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffvirtual
accrualFactor_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
description() const (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffvirtual
DoubleStickyRatchetPayoff(Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoff
gearing1_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
gearing2_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
gearing3_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
initialValue1_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
initialValue2_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
name() const DoubleStickyRatchetPayoffvirtual
operator()(Real forward) const (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffvirtual
spread1_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
spread2_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
spread3_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
type1_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
type2_ (defined in DoubleStickyRatchetPayoff)DoubleStickyRatchetPayoffprotected
~Payoff() (defined in Payoff)Payoffvirtual