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QuantLib_ContinuousFloatingLookbackOption_engine
Langue: en
Version: 374025 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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