ContinuousAveragingAsianOption::arguments Class Reference

Extra arguments for single-asset continuous-average Asian option. More...

#include <asianoption.hpp>

Inheritance diagram for ContinuousAveragingAsianOption::arguments:

Collaboration diagram for ContinuousAveragingAsianOption::arguments:

Public Member Functions
	arguments ()
void	validate () const override

Public Attributes
Average::Type	averageType

Detailed Description

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

Definition at line 115 of file asianoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 118 of file asianoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 162 of file asianoption.cpp.

Member Data Documentation

averageType

Average::Type averageType

Definition at line 120 of file asianoption.hpp.