QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Public Attributes | List of all members
DiscreteAveragingAsianOption::arguments Class Reference

Extra arguments for single-asset discrete-average Asian option. More...

#include <ql/instruments/asianoption.hpp>

Inherits arguments.

Public Member Functions

void validate () const
 

Public Attributes

Average::Type averageType
 
Real runningAccumulator
 
Size pastFixings
 
std::vector< DatefixingDates
 

Detailed Description

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