Patches item #1436825, was opened at 2006-02-22 08:44
Message generated for change (Settings changed) made by warrenchou
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Warren Chou (warrenchou)
>Assigned to: Ferdinando Ametrano (nando)
Summary: Lookback option
Initial Comment:
Continuous fixed and floating lookback option classes
deriving from OneAssetOption.
Analytical continuous fixed and floating lookback
engine classes.
Floating payoff class deriving from TypePayoff.
Checked against Haug and Broadie, et al
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