QuantLib_ContinuousFloatingLookbackOption_arguments (3) - Linux Manuals

QuantLib_ContinuousFloatingLookbackOption_arguments: Arguments for continuous floating lookback option calculation

Command to display QuantLib_ContinuousFloatingLookbackOption_arguments manual in Linux: $ man 3 QuantLib_ContinuousFloatingLookbackOption_arguments

NAME

QuantLib::ContinuousFloatingLookbackOption::arguments - Arguments for continuous floating 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 floating lookback option calculation

Author

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