| Modifier and Type | Field and Description |
|---|---|
static Average.Type |
Average.Type.Arithmetic |
static Average.Type |
Average.Type.Geometric |
| Modifier and Type | Method and Description |
|---|---|
static Average.Type |
Average.Type.swigToEnum(int swigValue) |
| Constructor and Description |
|---|
ContinuousAveragingAsianOption(Average.Type averageType,
Payoff payoff,
Exercise exercise) |
DiscreteAveragingAsianOption(Average.Type averageType,
double runningAccumulator,
long pastFixings,
DateVector fixingDates,
Payoff payoff,
Exercise exercise) |
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