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Classes | Namespaces

lookbackoption.hpp File Reference

Lookback option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
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Classes

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

Namespaces

namespace  QuantLib

Detailed Description

Lookback option on a single asset.

Definition in file lookbackoption.hpp.


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