QuantLib_ContinuousFloatingLookbackOption_arguments

Langue: en

Autres versions - même langue

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

Generated automatically by Doxygen for QuantLib from the source code.