QuantLib_DiscreteAveragingAsianOption (3) - Linux Man Pages
QuantLib_DiscreteAveragingAsianOption: Discrete-averaging Asian option.
QuantLib::DiscreteAveragingAsianOption - Discrete-averaging Asian option.
Public Member Functions
DiscreteAveragingAsianOption (Average::Type averageType, Real runningAccumulator, Size pastFixings, const std::vector< Date > &fixingDates, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const
Discrete-averaging Asian option.
Member Function Documentation
void setupArguments (PricingEngine::arguments *) const [virtual]
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.
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