ContinuousFloatingLookbackOption::arguments Class Reference

Arguments for continuous floating lookback option calculation More...

#include <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.