ContinuousFloatingLookbackOption Class Reference
[Financial instruments]

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousFloatingLookbackOption:

List of all members.


Detailed Description

Continuous-floating lookback option.


Public Member Functions

 ContinuousFloatingLookbackOption (Real currentMinmax, const boost::shared_ptr< TypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Real minmax_

Classes

class  arguments
 Arguments for continuous floating lookback option calculation More...
class  engine
 Continuous floating lookback engine base class More...


Member Function Documentation

void setupArguments ( PricingEngine::arguments *   )  const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Option.