Partial lookbacks

As discussed in http://quantlib.10058.n7.nabble.com/Lookback-options-with-partial-floating-strike-td15662.html

This implements partial-time fixed and floating strike lookback options using the formulas developed by E.G. Haug in Option Pricing Formulas, Second Edition. Test cases from literature.
you should, and adding copyright is not preventing copying. It actually
preserve the right as the copyright holder is releasing the code under a
free software license that grants freedom to copy, modify and redistribute

On Thu, Oct 16, 2014 at 12:21 PM, Francois Botha <notifications@github.com>
wrote:

> In
> QuantLib/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.cpp:
>
> > @@ -0,0 +1,165 @@
> > +/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
> > +
> > +/*
> > + Copyright (C) 2006 Warren Chou
> > + Copyright (C) 2007 StatPro Italia srl
>
> No, no problem. I just don't want to create the impression that I'm trying
> to prevent copying. I'll add it if you guys think I should.
>
> —
> Reply to this email directly or view it on GitHub
> <https://github.com/lballabio/quantlib/pull/125/files#r18947691>.
>