OPT_FLOAT_STRK_LKBK(call_put_flag,spot,spot_min,spot_max,time,rate,cost_of_carry,volatility)
call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
spot_min: minimum spot price of the underlying asset so far observed
spot_max: maximum spot price of the underlying asset so far observed
time: time to maturity in years
rate: annualized risk-free interest rate
cost_of_carry: net cost of holding the underlying asset
volatility: annualized volatility of the asset
OPT_FLOAT_STRK_LKBK determines the theoretical price of a floating-strike lookback option where the holder of the option may exercise on expiry at the most favourable price observed during the options life of the underlying asset.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.