analyticcontinuousfloatinglookback.hpp File Reference

Analytic engine for continuous floating-strike lookback. More...

Include dependency graph for analyticcontinuousfloatinglookback.hpp:

Classes

class  AnalyticContinuousFloatingLookbackEngine
 Pricing engine for European continuous floating-strike lookback. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Analytic engine for continuous floating-strike lookback.