- QuantLib
- ContinuousAveragingAsianOption
Continuous-averaging Asian option. More...
#include <ql/instruments/asianoption.hpp>

Classes | |
| class | arguments |
| Extra arguments for single-asset continuous-average Asian option. More... | |
| class | engine |
| Continuous-averaging Asian engine base class. More... | |
Public Member Functions | |
| ContinuousAveragingAsianOption (Average::Type averageType, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) | |
| void | setupArguments (PricingEngine::arguments *) const |
Protected Attributes | |
| Average::Type | averageType_ |
Continuous-averaging Asian option.
| void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.