QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | List of all members
ContinuousFloatingLookbackOption::arguments Class Reference

Arguments for continuous floating lookback option calculation More...

#include <ql/instruments/lookbackoption.hpp>

+ Inheritance diagram for ContinuousFloatingLookbackOption::arguments:
+ Collaboration diagram for ContinuousFloatingLookbackOption::arguments:

Public Member Functions

void validate () const override
 

Public Attributes

Real minmax
 

Detailed Description

Arguments for continuous floating lookback option calculation

Definition at line 138 of file lookbackoption.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 42 of file lookbackoption.cpp.

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Member Data Documentation

◆ minmax

Real minmax

Definition at line 141 of file lookbackoption.hpp.