QuantLib: ql/pricingengines/lookback Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

- Main Page
- Related Pages
- Modules
- Classes
- Examples

lookback Directory Reference

## Files
file | analyticcontinuousfixedlookback.hpp
| Analytic engine for continuous fixed-strike lookback.
file | analyticcontinuousfloatinglookback.hpp
| Analytic engine for continuous floating-strike lookback.
file | analyticcontinuouspartialfixedlookback.hpp
file | analyticcontinuouspartialfloatinglookback.hpp