ContinuousPartialFloatingLookbackOption::arguments Class Reference

Arguments for continuous partial floating lookback option calculation More...

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousPartialFloatingLookbackOption::arguments:

Collaboration diagram for ContinuousPartialFloatingLookbackOption::arguments:

Public Member Functions
void	validate () const override
Public Member Functions inherited from ContinuousFloatingLookbackOption::arguments
void	validate () const override

Public Attributes
Real	lambda
Date	lookbackPeriodEnd
Public Attributes inherited from ContinuousFloatingLookbackOption::arguments
Real	minmax

Detailed Description

Arguments for continuous partial floating lookback option calculation

Definition at line 154 of file lookbackoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 99 of file lookbackoption.cpp.

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Member Data Documentation

lambda

Real lambda

Definition at line 157 of file lookbackoption.hpp.

lookbackPeriodEnd

Date lookbackPeriodEnd

Definition at line 158 of file lookbackoption.hpp.