QuantLib_ContinuousFixedLookbackOption man page
ContinuousFixedLookbackOption — Continuous-fixed lookback option.
Inherited by ContinuousPartialFixedLookbackOption.
Arguments for continuous fixed lookback option calculation
Continuous fixed lookback engine base class
Public Member Functions
ContinuousFixedLookbackOption (Real currentMinmax, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const
Additional Inherited Members
Continuous-fixed lookback option.
Member Function Documentation
void setupArguments (PricingEngine::arguments *) const [virtual]
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Instrument.
Reimplemented in ContinuousPartialFixedLookbackOption.
Generated automatically by Doxygen for QuantLib from the source code.
The man pages ContinuousFixedLookbackOption(3) and minmax_(3) are aliases of QuantLib_ContinuousFixedLookbackOption(3).