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Sourcecode: quantlib version File versions

lookbackoption.hpp File Reference


Detailed Description

Lookback option on a single asset.

Definition in file lookbackoption.hpp.

#include <ql/Instruments/oneassetstrikedoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::ContinuousFixedLookbackOption
 Continuous-fixed lookback option. More...
class  QuantLib::ContinuousFixedLookbackOption::arguments
 Arguments for continuous fixed lookback option calculation More...
class  QuantLib::ContinuousFixedLookbackOption::engine
 Continuous fixed lookback engine base class More...
class  QuantLib::ContinuousFloatingLookbackOption
 Continuous-floating lookback option. More...
class  QuantLib::ContinuousFloatingLookbackOption::arguments
 Arguments for continuous floating lookback option calculation More...
class  QuantLib::ContinuousFloatingLookbackOption::engine
 Continuous floating lookback engine base class More...


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