QuantLib: a free/open-source library for quantitative finance
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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>

+ Inheritance diagram for DiscreteAveragingAsianOption::arguments:
+ Collaboration diagram for DiscreteAveragingAsianOption::arguments:

Public Member Functions

 arguments ()
 
void validate () const override
 

Public Attributes

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

Detailed Description

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

Definition at line 101 of file asianoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 104 of file asianoption.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 117 of file asianoption.cpp.

Member Data Documentation

◆ averageType

Average::Type averageType

Definition at line 108 of file asianoption.hpp.

◆ runningAccumulator

Real runningAccumulator

Definition at line 109 of file asianoption.hpp.

◆ pastFixings

Size pastFixings

Definition at line 110 of file asianoption.hpp.

◆ fixingDates

std::vector<Date> fixingDates

Definition at line 111 of file asianoption.hpp.