QuantLib_ContinuousPartialFixedLookbackOption_arguments

ContinuousPartialFixedLookbackOption::arguments — Arguments for continuous partial fixed lookback option calculation

Synopsis

#include <ql/instruments/lookbackoption.hpp>

Inherits ContinuousFixedLookbackOption::arguments.

Public Member Functions

void validate () const

Public Attributes

Date lookbackPeriodStart

Detailed Description

Arguments for continuous partial fixed lookback option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

lookbackPeriodStart(3) is an alias of QuantLib_ContinuousPartialFixedLookbackOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib