minmax (3) - Linux Manuals

minmax: Arguments for continuous floating lookback option calculation

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

Generated automatically by Doxygen for QuantLib from the source code.