QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

StickyPayoff Member List

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

accept(AcyclicVisitor &) (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual
accrualFactor_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
description() const (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual
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) | DoubleStickyRatchetPayoff | protected
gearing2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
gearing3_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
initialValue1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
initialValue2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
name() const | StickyPayoff | virtual
operator()(Real forward) const (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | virtual
spread1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
spread2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
spread3_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
StickyPayoff(Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor) (defined in StickyPayoff) | StickyPayoff |
type1_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
type2_ (defined in DoubleStickyRatchetPayoff) | DoubleStickyRatchetPayoff | protected
~Payoff() (defined in Payoff) | Payoff | virtual