DiscreteAveragingAsianOption::arguments Class Reference
#include <ql/Instruments/asianoption.hpp>
Detailed Description
Extra arguments for single-asset discrete-average Asian option.
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Average::Type | averageType |
| Real | runningAccumulator |
| Size | pastFixings |
| std::vector< Date > | fixingDates |