averageType (3) - Linux Manuals

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

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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