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RatchetCoupon.h
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RatchetCoupon.h
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#pragma once
#include<CappedFlooredCoupon.h>
#include <boost/shared_ptr.hpp>
class RatchetCoupon : public CappedFlooredCoupon
{
double leverage_;
std::string dependentCoupon_; // lastcoupon
public:
// getter
double getLeverage()const{return leverage_;}
std::string getDependentCoupon()const{return dependentCoupon_;}
// Constructor
RatchetCoupon( LMM::Index paymentDate,
double nominal,
double period,
bool ifFloored,
double floorStrike,
bool ifCapped,
double capStrike,
Rate_CONSTPTR rate,
double multiFactor,
double addFactor,
LMM::Index valuationDateIndex,
double leverage,
std::string dependentCoupon);
// destructor
virtual ~RatchetCoupon(){}
};
typedef boost::shared_ptr<RatchetCoupon> RatchetCoupon_PTR;
typedef boost::shared_ptr<const RatchetCoupon> RatchetCoupon_CONSTPTR;