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Lookback Option is a Tradable that represents an Option contract, where either the final underlying price or the strike in the payoff formula is replaced with either the minimum or maximum of the underlying prices realised in a certain time interval before expiry.

The following features are currently not supported by QuantLib.
American and Bermudan exercise style, barriers, discrete dividends/storage costs.

The various types of lookback options are described in
Lookback Option::Lookback Type

The pricing methodology is specified in
Model[Lookback Option]

No QuantLib issues have been identified: