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<title>QuantLib: ContinuousFixedLookbackOption Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html">ContinuousFixedLookbackOption</a></div>
<h1>ContinuousFixedLookbackOption Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::ContinuousFixedLookbackOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" --><code>#include <ql/instruments/lookbackoption.hpp></code>
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Inheritance diagram for ContinuousFixedLookbackOption:</div>
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<a href="class_quant_lib_1_1_continuous_fixed_lookback_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Continuous-fixed lookback option.
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d321ef084a15fb785dfabd7aa2392feb"></a><!-- doxytag: member="QuantLib::ContinuousFixedLookbackOption::ContinuousFixedLookbackOption" ref="d321ef084a15fb785dfabd7aa2392feb" args="(Real currentMinmax, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)" -->
</td><td class="memItemRight" valign="bottom"><b>ContinuousFixedLookbackOption</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> currentMinmax, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &payoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a0690d39342c6fbbf27456c24cf6954"></a><!-- doxytag: member="QuantLib::ContinuousFixedLookbackOption::minmax_" ref="0a0690d39342c6fbbf27456c24cf6954" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>minmax_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for continuous fixed lookback option calculation <a href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1arguments.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous fixed lookback engine base class <a href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1engine.html#_details">More...</a><br></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="ad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::ContinuousFixedLookbackOption::setupArguments" ref="ad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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<p>
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing <a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1engine.html" title="Continuous fixed lookback engine base class">engine</a> is used.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">Option</a>.</p>
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