QuantLib_ContinuousFloatingLookbackOption_arguments

ContinuousFloatingLookbackOption::arguments — Arguments for continuous floating lookback option calculation  

Synopsis

#include <ql/instruments/lookbackoption.hpp>

Inherits arguments.

Inherited by ContinuousPartialFloatingLookbackOption::arguments.

Public Member Functions

void validate () const

Public Attributes

Real minmax

Detailed Description

Arguments for continuous floating lookback option calculation

Author

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Info

Fri Feb 10 2017 Version 1.9.1 QuantLib