QuantLib: ContinuousAveragingAsianOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Public Attributes | List of all members
ContinuousAveragingAsianOption::arguments Class Reference

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

`#include <ql/instruments/asianoption.hpp>`

Inheritance diagram for ContinuousAveragingAsianOption::arguments:
[legend]

## Public Member Functions
void | validate () const
Public Member Functions inherited from Option::arguments
void | validate () const

## Public Attributes
Average::Type | averageType
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff > | payoff
ext::shared_ptr< Exercise > | exercise

## Detailed Description

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