QuantLib_DiscreteAveragingAsianOption_arguments

DiscreteAveragingAsianOption::arguments — Extra arguments for single-asset discrete-average Asian option.  

Synopsis

#include <ql/instruments/asianoption.hpp>

Inherits 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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages pastFixings(3) and runningAccumulator(3) are aliases of QuantLib_DiscreteAveragingAsianOption_arguments(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib