QuantLib_ContinuousFixedLookbackOption_arguments

ContinuousFixedLookbackOption::arguments — Arguments for continuous fixed lookback option calculation

Synopsis

#include <ql/instruments/lookbackoption.hpp>

Inherits arguments.

Inherited by ContinuousPartialFixedLookbackOption::arguments.

Public Member Functions

void validate () const

Public Attributes

Real minmax

Detailed Description

Arguments for continuous fixed lookback option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

minmax(3) is an alias of QuantLib_ContinuousFixedLookbackOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib