lookbackoption.hpp File Reference

Lookback option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>

Go to the source code of this file.

Classes
class	ContinuousFloatingLookbackOption
	Continuous-floating lookback option. More...
class	ContinuousFixedLookbackOption
	Continuous-fixed lookback option. More...
class	ContinuousPartialFloatingLookbackOption
	Continuous-partial-floating lookback option. More...
class	ContinuousPartialFixedLookbackOption
	Continuous-partial-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	ContinuousPartialFloatingLookbackOption::arguments
	Arguments for continuous partial floating lookback option calculation More...
class	ContinuousPartialFixedLookbackOption::arguments
	Arguments for continuous partial 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...
class	ContinuousPartialFloatingLookbackOption::engine
	Continuous partial floating lookback engine base class More...
class	ContinuousPartialFixedLookbackOption::engine
	Continuous partial fixed lookback engine base class More...

Namespaces
namespace	QuantLib

Detailed Description

Lookback option on a single asset.

Definition in file lookbackoption.hpp.