QuantLib_ContinuousFloatingLookbackOption_engine

Langue: en

Autres versions - même langue

Version: 153002 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ContinuousFloatingLookbackOption::engine - Continuous floating lookback engine base class

SYNOPSIS


#include <ql/instruments/lookbackoption.hpp>

Inherits GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >.

Inherited by AnalyticContinuousFloatingLookbackEngine.

Detailed Description

Continuous floating lookback engine base class

Author

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