QuantLib
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:

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< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

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