QuantLib_ContinuousAveragingAsianOption man page

ContinuousAveragingAsianOption — Continuous-averaging Asian option.

Synopsis

#include <ql/instruments/asianoption.hpp>

Inherits OneAssetOption.

Classes

class arguments
Extra arguments for single-asset continuous-average Asian option.
class engine
Continuous-averaging Asian engine base class.

Public Member Functions

ContinuousAveragingAsianOption (Average::Type averageType, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)

void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Average::Type averageType_

Additional Inherited Members

Detailed Description

Continuous-averaging Asian option.

Member Function Documentation

void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

averageType_(3) and ContinuousAveragingAsianOption(3) are aliases of QuantLib_ContinuousAveragingAsianOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib