QuantLib_ContinuousAveragingAsianOption_arguments

Langue: en

Autres versions - même langue

Version: 376449 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ContinuousAveragingAsianOption::arguments -

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

SYNOPSIS


#include <ql/instruments/asianoption.hpp>

Inherits OneAssetOption::arguments.

Public Member Functions


void validate () const

Public Attributes


Average::Type averageType

Detailed Description

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

Author

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