ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp File Reference

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

Include dependency graph for analyticcontinuousfixedlookback.hpp:

Classes

class  AnalyticContinuousFixedLookbackEngine
 Pricing engine for European continuous fixed-strike lookback. More...

Detailed Description

Analytic engine for continuous fixed-strike lookback.