QuantLib_ContinuousAveragingAsianOption_arguments

ContinuousAveragingAsianOption::arguments — Extra arguments for single-asset continuous-average Asian option.

Synopsis

#include <ql/instruments/asianoption.hpp>

Inherits arguments.

Public Member Functions

void validate () const

Public Attributes

Average::Type averageType

Detailed Description

Extra arguments for single-asset continuous-average Asian option.

Author

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Referenced By

averageType(3) is an alias of QuantLib_ContinuousAveragingAsianOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib