DiscreteAveragingAsianOption::arguments Class Reference
#include <ql/instruments/asianoption.hpp>
Inherits OneAssetOption::arguments.
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 |