QuantLib: ContinuousPartialFixedLookbackOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Public Attributes | List of all members
ContinuousPartialFixedLookbackOption::arguments Class Reference

Arguments for continuous partial fixed lookback option calculation More...

`#include <ql/instruments/lookbackoption.hpp>`

Inheritance diagram for ContinuousPartialFixedLookbackOption::arguments:
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## Public Member Functions
void | validate () const
Public Member Functions inherited from ContinuousFixedLookbackOption::arguments
void | validate () const
Public Member Functions inherited from Option::arguments
void | validate () const

## Public Attributes
Date | lookbackPeriodStart
Public Attributes inherited from ContinuousFixedLookbackOption::arguments
Real | minmax
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff > | payoff
ext::shared_ptr< Exercise > | exercise

## Detailed Description

Arguments for continuous partial fixed lookback option calculation