QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Classes | |
class | AnalyticContinuousFixedLookbackEngine |
Pricing engine for European continuous fixed-strike lookback. More... | |
class | AnalyticContinuousFloatingLookbackEngine |
Pricing engine for European continuous floating-strike lookback. More... | |
class | AnalyticContinuousPartialFixedLookbackEngine |
Pricing engine for European continuous partial-time fixed-strike lookback options. More... | |
class | AnalyticContinuousPartialFloatingLookbackEngine |
Pricing engine for European continuous partial-time floating-strike lookback option. More... | |