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