ql/instruments/stickyratchet.hpp File Reference
Detailed Description
Payoffs for double nested options of sticky or ratchet type.
#include <ql/option.hpp>
#include <ql/payoff.hpp>
Include dependency graph for stickyratchet.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | DoubleStickyRatchetPayoff |
| Intermediate class for single/double sticky/ratchet payoffs. More... | |
| class | RatchetPayoff |
| Ratchet payoff (single option). More... | |
| class | StickyPayoff |
| Sticky payoff (single option). More... | |
| class | RatchetMaxPayoff |
| RatchetMax payoff (double option). More... | |
| class | RatchetMinPayoff |
| RatchetMin payoff (double option). More... | |
| class | StickyMaxPayoff |
| StickyMax payoff (double option). More... | |
| class | StickyMinPayoff |
| StickyMin payoff (double option). More... | |