QuantLibAddin::DiscreteAveragingAsianOption Class Reference

#include <qlo/asianoption.hpp>

Inheritance diagram for QuantLibAddin::DiscreteAveragingAsianOption:

Collaboration diagram for QuantLibAddin::DiscreteAveragingAsianOption:

Public Member Functions
	DiscreteAveragingAsianOption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Average::Type averageType, QuantLib::Real runningAccumulator, QuantLib::Size pastFixings, const std::vector< QuantLib::Date > &fixingDates, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent)

Constructor & Destructor Documentation

DiscreteAveragingAsianOption()

QuantLibAddin::DiscreteAveragingAsianOption::DiscreteAveragingAsianOption	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Average::Type	averageType,
		QuantLib::Real	runningAccumulator,
		QuantLib::Size	pastFixings,
		const std::vector< QuantLib::Date > &	fixingDates,
		const boost::shared_ptr< QuantLib::StrikedTypePayoff > &	payoff,
		const boost::shared_ptr< QuantLib::Exercise > &	exercise,
		bool	permanent
	)

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The documentation for this class was generated from the following file:

• asianoption.hpp