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

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