Payoffs for double nested options of sticky or ratchet type. More...
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... | |
Namespaces | |
QuantLib | |
Payoffs for double nested options of sticky or ratchet type.