minmax_ (3) - Linux Manuals

minmax_: Continuous-floating lookback option.

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

NAME

QuantLib::ContinuousFloatingLookbackOption - Continuous-floating lookback option.

SYNOPSIS

#include <ql/instruments/lookbackoption.hpp>

Inherits QuantLib::OneAssetOption.

Classes

class arguments
Arguments for continuous floating lookback option calculation
class engine
Continuous floating lookback engine base class

Public Member Functions

ContinuousFloatingLookbackOption (Real currentMinmax, const boost::shared_ptr< TypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)

void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Real minmax_

Detailed Description

Continuous-floating lookback option.

Member Function Documentation

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.