ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp File Reference

### A free/open-source library for quantitative finance

Classes
ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp File Reference

Analytic engine for continuous floating-strike lookback. More...

`#include <ql/instruments/lookbackoption.hpp>`
`#include <ql/processes/blackscholesprocess.hpp>`
`#include <ql/math/distributions/normaldistribution.hpp>`
Include dependency graph for analyticcontinuousfloatinglookback.hpp:

## Classes
class | AnalyticContinuousFloatingLookbackEngine
| Pricing engine for European continuous floating-strike lookback. More...

## Detailed Description

Analytic engine for continuous floating-strike lookback.