Arguments for continuous partial floating lookback option calculation More...
#include <ql/instruments/lookbackoption.hpp>
Inheritance diagram for ContinuousPartialFloatingLookbackOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from ContinuousFloatingLookbackOption::arguments | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| Real | lambda |
| Date | lookbackPeriodEnd |
Public Attributes inherited from ContinuousFloatingLookbackOption::arguments | |
| Real | minmax |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for continuous partial floating lookback option calculation