 
Analytic engine for continuous fixed-strike lookback. More...
#include <ql/instruments/lookbackoption.hpp>#include <ql/processes/blackscholesprocess.hpp>#include <ql/math/distributions/normaldistribution.hpp>
| Classes | |
| class | AnalyticContinuousFixedLookbackEngine | 
| Pricing engine for European continuous fixed-strike lookback.  More... | |
Analytic engine for continuous fixed-strike lookback.