Class StickyPayoff

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The sticky payoff, a single option: the double payoff with the first type +1 and no second option.

public sealed class StickyPayoff : DoubleStickyRatchetPayoff

Inheritance

object

Payoff

DoubleStickyRatchetPayoff

StickyPayoff

Inherited Members

DoubleStickyRatchetPayoff.Evaluate(double)

DoubleStickyRatchetPayoff.Description

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

StickyPayoff(double, double, double, double, double, double)

Initializes a new instance of the StickyPayoff class.

public StickyPayoff(double gearing1, double gearing2, double spread1, double spread2, double initialValue, double accrualFactor)

Parameters

gearing1 double

The strike's gearing.

gearing2 double

The swaplet's gearing.

spread1 double

The strike's spread.

spread2 double

The swaplet's spread.

initialValue double

The strike's initial value.

accrualFactor double

The accrual factor.

Properties

Name

Gets the payoff's name.

public override string Name { get; }

Property Value

string

Remarks

Used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.