A free/open-source library for quantitative finance
Version 0.9.9
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QuantLib
::
ContinuousFloatingLookbackOption
::
engine
ContinuousFloatingLookbackOption::engine Class Reference
Continuous floating lookback engine base class
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#include <ql/instruments/lookbackoption.hpp>
Inheritance diagram for ContinuousFloatingLookbackOption::engine:
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Detailed Description
Continuous floating lookback engine base class