QuantLib_ContinuousFloatingLookbackOption_engine

ContinuousFloatingLookbackOption::engine — Continuous floating lookback engine base class  

Synopsis

#include <ql/instruments/lookbackoption.hpp>

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

Inherited by AnalyticContinuousFloatingLookbackEngine.

Additional Inherited Members

Detailed Description

Continuous floating lookback engine base class

Author

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Info

Fri Feb 10 2017 Version 1.9.1 QuantLib