ContinuousFloatingLookbackOption::engine Class Reference

Continuous floating lookback engine base class More...

#include <ql/instruments/lookbackoption.hpp>

Inheritance diagram for ContinuousFloatingLookbackOption::engine:

Additional Inherited Members
Public Member Functions inherited from GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Protected Attributes inherited from GenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results >
ContinuousFloatingLookbackOption::arguments	arguments_
ContinuousFloatingLookbackOption::results	results_

Detailed Description

Continuous floating lookback engine base class