mclookbackengine.cpp File Reference

#include <ql/pricingengines/lookback/mclookbackengine.hpp>
#include <algorithm>

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Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Functions
ext::shared_ptr< PathPricer< Path > >	mc_lookback_path_pricer (const ContinuousFixedLookbackOption::arguments &args, const GeneralizedBlackScholesProcess &process, DiscountFactor discount)
ext::shared_ptr< PathPricer< Path > >	mc_lookback_path_pricer (const ContinuousPartialFixedLookbackOption::arguments &args, const GeneralizedBlackScholesProcess &process, DiscountFactor discount)
ext::shared_ptr< PathPricer< Path > >	mc_lookback_path_pricer (const ContinuousFloatingLookbackOption::arguments &args, const GeneralizedBlackScholesProcess &process, DiscountFactor discount)
ext::shared_ptr< PathPricer< Path > >	mc_lookback_path_pricer (const ContinuousPartialFloatingLookbackOption::arguments &args, const GeneralizedBlackScholesProcess &process, DiscountFactor discount)