Rechercher une page de manuel
QuantLib_ContinuousAveragingAsianOption_arguments
Langue: en
Version: 376449 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
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.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre