ql/instruments/lookbackoption.hpp File Reference
Lookback option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for lookbackoption.hpp:

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... |
Detailed Description
Lookback option on a single asset.