Fixed strike lookback option

John & Santiago,

Per our conversation, the lookback option you need is a fixed strike option.
For put it pays

max(K-min(S),0)

The model in option library is for floating strike, for put it pays
max(max(S)-S(T),0).

So please hold on the number. Paulo will work on a correct model and
hopefully give you the answer tomorrow.

Zimin