QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

DiscreteAveragingAsianOption::arguments Class Reference #include <ql/Instruments/asianoption.hpp> List of all members. Detailed Description extra arguments for single asset asian option calculation Public Member Functions void  validate () const Public Attributes Average::Type  averageType double  runningProduct Size  pastFixings std::vector< Date >  fixingDates

---

QuantLib.org

Hosted by

Documentation generated by