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.