QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Arguments for continuous floating lookback option calculation More...
#include <ql/instruments/lookbackoption.hpp>
Public Member Functions | |
void | validate () const override |
Public Attributes | |
Real | minmax |
Arguments for continuous floating lookback option calculation
Definition at line 138 of file lookbackoption.hpp.
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override |
Real minmax |
Definition at line 141 of file lookbackoption.hpp.