DiscreteAveragingAsianOption Class Reference
[Financial instruments]
Discrete-averaging Asian option.
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#include <ql/instruments/asianoption.hpp>
Inheritance diagram for DiscreteAveragingAsianOption:

Classes | |
| class | arguments |
| Extra arguments for single-asset discrete-average Asian option. More... | |
| class | engine |
| Discrete-averaging Asian engine base class. More... | |
Public Member Functions | |
| DiscreteAveragingAsianOption (Average::Type averageType, Real runningAccumulator, Size pastFixings, const std::vector< Date > &fixingDates, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) | |
| void | setupArguments (PricingEngine::arguments *) const |
Protected Attributes | |
| Average::Type | averageType_ |
| Real | runningAccumulator_ |
| Size | pastFixings_ |
| std::vector< Date > | fixingDates_ |
Detailed Description
Discrete-averaging Asian option.
Member Function Documentation
| void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |