ql/instruments/lookbackoption.hpp File Reference
Lookback option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for lookbackoption.hpp:

Classes | |
| class | ContinuousFloatingLookbackOption |
| Continuous-floating lookback option. More... | |
| class | ContinuousFixedLookbackOption |
| Continuous-fixed lookback option. More... | |
| class | ContinuousFloatingLookbackOption::arguments |
| Arguments for continuous floating lookback option calculation More... | |
| class | ContinuousFixedLookbackOption::arguments |
| Arguments for continuous fixed lookback option calculation More... | |
| class | ContinuousFloatingLookbackOption::engine |
| Continuous floating lookback engine base class More... | |
| class | ContinuousFixedLookbackOption::engine |
| Continuous fixed lookback engine base class More... | |
Detailed Description
Lookback option on a single asset.