QuantLib_DiscreteAveragingAsianOption_arguments (3) Linux Manual Page

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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