DiscreteAveragingAsianOption Class Reference
[Financial instruments]

#include <ql/Instruments/asianoption.hpp>

Inheritance diagram for DiscreteAveragingAsianOption:

Inheritance graph
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List of all members.

Detailed Description

Discrete-averaging Asian option.


Public Member Functions

 DiscreteAveragingAsianOption (Average::Type averageType, Real runningProduct, Size pastFixings, std::vector< Date > fixingDates, const boost::shared_ptr< BlackScholesProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())
void setupArguments (Arguments *) const

Protected Attributes

Average::Type averageType_
Real runningProduct_
Size pastFixings_
std::vector< DatefixingDates_


Member Function Documentation

void setupArguments 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 OneAssetStrikedOption.


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