lookback.hpp File Reference

#include "quant/barrier.hpp"
#include <cstdint>

Include dependency graph for lookback.hpp:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	quant::lookback::McParams
struct	quant::lookback::McStatistic

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::lookback
	Lookback option Monte Carlo (fixed/floating strike) with optional bridge.

Enumerations
enum class	quant::lookback::Type { quant::lookback::FixedStrike , quant::lookback::FloatingStrike }

Functions
McStatistic	quant::lookback::price_mc (const McParams &p)