Extra arguments for single-asset discrete-average Asian option. More...
#include <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< Date > | fixingDates |
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()
|
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.