runningAccumulator (3) Linux Manual Page
QuantLib::DiscreteAveragingAsianOption::arguments – Extra arguments for single-asset discrete-average Asian option.
Synopsis
void validate () const
Public AttributesInherits OneAssetOption::arguments.
Public Member Functions
void validate () const
Public AttributesAverage::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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