QuantLib_ContinuousPartialFixedLookbackOption_engine

ContinuousPartialFixedLookbackOption::engine — Continuous partial fixed lookback engine base class  

Synopsis

#include <ql/instruments/lookbackoption.hpp>

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

Inherited by AnalyticContinuousPartialFixedLookbackEngine.

Additional Inherited Members

Detailed Description

Continuous partial fixed lookback engine base class

Author

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Info

Fri Sep 1 2017 Version 1.10.1 QuantLib