- QuantLib
- ContinuousFixedLookbackOption
 
Continuous-fixed lookback option. More...
#include <ql/instruments/lookbackoption.hpp>

| 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_ | 
Continuous-fixed lookback option.
| 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.