QuantLib_ContinuousFixedLookbackOption_arguments (3) - Linux Manuals

QuantLib_ContinuousFixedLookbackOption_arguments: Arguments for continuous fixed lookback option calculation

NAME

QuantLib::ContinuousFixedLookbackOption::arguments - Arguments for continuous fixed lookback option calculation

SYNOPSIS


#include <ql/instruments/lookbackoption.hpp>

Inherits OneAssetOption::arguments.

Public Member Functions


void validate () const

Public Attributes


Real minmax

Detailed Description

Arguments for continuous fixed lookback option calculation

Author

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