QuantLib_ContinuousFixedLookbackOption_engine

ContinuousFixedLookbackOption::engine — Continuous fixed lookback engine base class  

Synopsis

#include <ql/instruments/lookbackoption.hpp>

Inherits GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >.

Inherited by AnalyticContinuousFixedLookbackEngine.

Additional Inherited Members

Detailed Description

Continuous fixed lookback engine base class

Author

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Info

Wed Aug 2 2017 Version 1.10 QuantLib