QuantLib_ContinuousFixedLookbackOption_arguments (3) Linux Manual Page

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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