ContinuousPartialFixedLookbackOption::arguments Class Reference

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

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousPartialFixedLookbackOption::arguments:

Collaboration diagram for ContinuousPartialFixedLookbackOption::arguments:

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

Public Attributes
Date	lookbackPeriodStart
Public Attributes inherited from ContinuousFixedLookbackOption::arguments
Real	minmax

Detailed Description

Arguments for continuous partial fixed lookback option calculation

Definition at line 163 of file lookbackoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 138 of file lookbackoption.cpp.

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Member Data Documentation

lookbackPeriodStart

Date lookbackPeriodStart

Definition at line 166 of file lookbackoption.hpp.