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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