Class AsianOption
Represents Asion Option
public sealed class AsianOption
- Inheritance
-
AsianOption
- Inherited Members
Constructors
AsianOption()
public AsianOption()
Properties
DateType
Date Type
public AsianDate DateType { get; set; }
Property Value
Dates
Interpolated dates using StartDateUTC, EndDateUTC and Frequency
public IList<DateTime> Dates { get; set; }
Property Value
EndDateUTC
The Start date UTC
public DateTime EndDateUTC { get; set; }
Property Value
Frequency
Frequency of period
public Frequency Frequency { get; set; }
Property Value
ReadCount
Read Count
public int? ReadCount { get; set; }
Property Value
- int?
StartDateUTC
The Start date UTC
public DateTime StartDateUTC { get; set; }