ContinuousFixedLookbackOption Class Reference
[Financial instruments]
Continuous-fixed lookback option.
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#include <ql/instruments/lookbackoption.hpp>
Inheritance diagram for ContinuousFixedLookbackOption:

Classes | |
class | arguments |
Arguments for continuous fixed lookback option calculation More... | |
class | engine |
Continuous fixed lookback engine base class More... | |
Public Member Functions | |
ContinuousFixedLookbackOption (Real currentMinmax, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) | |
void | setupArguments (PricingEngine::arguments *) const |
Protected Attributes | |
Real | minmax_ |
Detailed Description
Continuous-fixed lookback option.
Member Function Documentation
void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |