- QuantLib
- DiscreteAveragingAsianOption
- arguments
 
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< Date > | fixingDates | 
Extra arguments for single-asset discrete-average Asian option.