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QuantLib_ContinuousFloatingLookbackOption_engine
Langue: en
Version: 153002 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ContinuousFloatingLookbackOption::engine - Continuous floating lookback engine base classSYNOPSIS
#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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