QuantLib_ContinuousFixedLookbackOption_engine

Langue: en

Autres versions - même langue

Version: 373502 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ContinuousFixedLookbackOption::engine -

Continuous fixed lookback engine base class

SYNOPSIS


#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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