A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
pricingengines
lookback
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
mclookbackengine.hpp
Monte Carlo lookback fixed engines.
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