QuantLib_ContinuousFloatingLookbackOption (3) - Linux Manuals
QuantLib_ContinuousFloatingLookbackOption: Continuous-floating lookback option.
QuantLib::ContinuousFloatingLookbackOption - Continuous-floating lookback option.
Public Member Functions
ContinuousFloatingLookbackOption (Real currentMinmax, const boost::shared_ptr< TypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const
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.
Generated automatically by Doxygen for QuantLib from the source code.