ContinuousFixedLookbackOption::arguments Class Reference

Arguments for continuous fixed lookback option calculation More...

#include <lookbackoption.hpp>

Inheritance diagram for ContinuousFixedLookbackOption::arguments:

Collaboration diagram for ContinuousFixedLookbackOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Real	minmax

Detailed Description

Arguments for continuous fixed lookback option calculation

Definition at line 146 of file lookbackoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 69 of file lookbackoption.cpp.

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Member Data Documentation

minmax

Real minmax

Definition at line 149 of file lookbackoption.hpp.