QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
ContinuousFixedLookbackOption::arguments Class Reference

Arguments for continuous fixed lookback option calculation More...

#include <ql/instruments/lookbackoption.hpp>

+ Inheritance diagram for ContinuousFixedLookbackOption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

Real minmax
 
- Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for continuous fixed lookback option calculation