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QuantLib_ContinuousFixedLookbackOption_engine
Langue: en
Version: 151920 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ContinuousFixedLookbackOption::engine - Continuous fixed lookback engine base classSYNOPSIS
#include <ql/instruments/lookbackoption.hpp>
Inherits GenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results >.
Inherited by AnalyticContinuousFixedLookbackEngine.
Detailed Description
Continuous fixed lookback engine base class
Author
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