QuantLib_DiscreteAveragingAsianOption_arguments

Langue: en

Autres versions - même langue

Version: 153442 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

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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