QuantLib_ContinuousAveragingAsianOption man page
ContinuousAveragingAsianOption — Continuous-averaging Asian option.
Extra arguments for single-asset continuous-average Asian option.
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
Additional Inherited Members
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.
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averageType_(3) and ContinuousAveragingAsianOption(3) are aliases of QuantLib_ContinuousAveragingAsianOption(3).