ContinuousFloatingLookbackOption Class Reference
[Financial instruments]

Continuous-floating lookback option. More...

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousFloatingLookbackOption:

List of all members.

Classes

class  arguments
 Arguments for continuous floating lookback option calculation More...
class  engine
 Continuous floating lookback engine base class More...

Public Member Functions

 ContinuousFloatingLookbackOption (Real currentMinmax, const boost::shared_ptr< TypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Real minmax_


Detailed Description

Continuous-floating lookback option.


Member Function Documentation

void setupArguments ( PricingEngine::arguments *   )  const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Option.