ql/instruments/lookbackoption.hpp File Reference
Detailed Description
Lookback option on a single asset.
#include <ql/instruments/oneassetstrikedoption.hpp>
Include dependency graph for lookbackoption.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | ContinuousFloatingLookbackOption |
Continuous-floating lookback option. More... | |
class | ContinuousFixedLookbackOption |
Continuous-fixed lookback option. More... | |
class | ContinuousFloatingLookbackOption::arguments |
Arguments for continuous floating lookback option calculation More... | |
class | ContinuousFixedLookbackOption::arguments |
Arguments for continuous fixed lookback option calculation More... | |
class | ContinuousFloatingLookbackOption::engine |
Continuous floating lookback engine base class More... | |
class | ContinuousFixedLookbackOption::engine |
Continuous fixed lookback engine base class More... |