QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Public Attributes | List of all members
ContinuousFloatingLookbackOption::arguments Class Reference

Arguments for continuous floating lookback option calculation More...

#include <ql/instruments/lookbackoption.hpp>

+ Inheritance diagram for ContinuousFloatingLookbackOption::arguments:

Public Member Functions

void validate () const
 

Public Attributes

Real minmax
 

Detailed Description

Arguments for continuous floating lookback option calculation