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

pastFixings(3) and runningAccumulator(3) are aliases of QuantLib_DiscreteAveragingAsianOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib