QuantLib_ContinuousPartialFloatingLookbackOption_arguments

ContinuousPartialFloatingLookbackOption::arguments — Arguments for continuous partial floating lookback option calculation

Synopsis

#include <ql/instruments/lookbackoption.hpp>

Inherits ContinuousFloatingLookbackOption::arguments.

Public Member Functions

void validate () const

Public Attributes

Real lambda

Date lookbackPeriodEnd

Detailed Description

Arguments for continuous partial floating lookback option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

lookbackPeriodEnd(3) is an alias of QuantLib_ContinuousPartialFloatingLookbackOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib