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QuantLib_ContinuousFloatingLookbackOption_arguments
Langue: en
Version: 378300 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ContinuousFloatingLookbackOption::arguments -Arguments for continuous floating lookback option calculation
SYNOPSIS
#include <ql/instruments/lookbackoption.hpp>
Inherits OneAssetOption::arguments.
Public Member Functions
void validate () const
Public Attributes
Real minmax
Detailed Description
Arguments for continuous floating lookback option calculation
Author
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