runningAccumulator (3) - Linux Manuals

runningAccumulator: Extra arguments for single-asset discrete-average Asian option.

NAME

QuantLib::DiscreteAveragingAsianOption::arguments - Extra arguments for single-asset discrete-average Asian option.

SYNOPSIS


#include <ql/instruments/asianoption.hpp>

Inherits OneAssetOption::arguments.

Public Member Functions


void validate () const

Public Attributes


Average::Type averageType

Real runningAccumulator

Size pastFixings

std::vector< Date > fixingDates

Detailed Description

Extra arguments for single-asset discrete-average Asian option.

Author

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