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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html">AnalyticContinuousFloatingLookbackEngine</a></div>
<h1>AnalyticContinuousFloatingLookbackEngine Class Reference</h1><!-- doxytag: class="QuantLib::AnalyticContinuousFloatingLookbackEngine" --><!-- doxytag: inherits="QuantLib::ContinuousFloatingLookbackOption::engine" --><code>#include <ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp></code>
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Inheritance diagram for AnalyticContinuousFloatingLookbackEngine:<p><center><img src="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine__inherit__graph.png" border="0" usemap="#_analytic_continuous_floating_lookback_engine__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_continuous_floating_lookback_option_1_1engine.html" title="Continuous floating lookback engine base class" alt="" coords="359,231,425,255"><area shape="rect" href="class_quant_lib_1_1_generic_engine.html" title="GenericEngine\< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results \>" alt="" coords="5,156,779,180"><area shape="rect" href="class_quant_lib_1_1_pricing_engine.html" title="interface for pricing engines" alt="" coords="335,81,449,105"><area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observables." alt="" coords="343,7,441,31"></map>
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Pricing engine for European continuous floating-strike lookback.
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Formula from "Option Pricing Formulas", E.G. Haug, McGraw-Hill, 1998, p.61-62<p>
<dl compact><dt><b><a class="el" href="test.html#_test000084">Tests:</a></b></dt><dd>returned values verified against results from literature </dd></dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="082ff96da379d5e17436372ccb3c0972"></a><!-- doxytag: member="QuantLib::AnalyticContinuousFloatingLookbackEngine::calculate" ref="082ff96da379d5e17436372ccb3c0972" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
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