QuantLib: DiscreteAveragingAsianOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

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>`

Inherits arguments.

## Public Member Functions
void | validate () const

## Public Attributes
Average::Type | averageType
Real | runningAccumulator
Size | pastFixings
std::vector< Date > | fixingDates

## Detailed Description

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