ContinuousFloatingLookbackOption::engine Class Reference

Continuous floating lookback engine base class More...

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousFloatingLookbackOption::engine:

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >
ContinuousFloatingLookbackOption::arguments arguments_
 
ContinuousFloatingLookbackOption::results results_
 

Detailed Description

Continuous floating lookback engine base class