QuantLib_ContinuousAveragingAsianOption_arguments (3) Linux Manual Page
QuantLib::ContinuousAveragingAsianOption::arguments – Extra arguments for single-asset continuous-average Asian option.
Synopsis
#include <ql/instruments/asianoption.hpp>
Inherits OneAssetOption::arguments.
Public Member Functions
void validate () const
Public Attributes
Average::Type averageType
Detailed Description
Extra arguments for single-asset continuous-average Asian option.
Author
Generated automatically by Doxygen for QuantLib from the source code.