DiscreteAveragingAsianOption::arguments Class Reference
Extra arguments for single-asset discrete-average Asian option. More...
#include <ql/instruments/asianoption.hpp>
Inherits OneAssetOption::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.