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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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... | |
