Class AsianOption
Represents Asion Option
Constructors
AsianOption()
Declaration
public AsianOption()Properties
Dates
Interpolated dates using StartDateUTC, EndDateUTC and Frequency
Declaration
public IList<DateTime> Dates { get; set; }Property Value
| Type | Description |
|---|---|
| System.Collections.Generic.IList<System.DateTime> |
DateType
Date Type
Declaration
public AsianDate DateType { get; set; }Property Value
| Type | Description |
|---|---|
| AsianDate |
EndDateUTC
The Start date UTC
Declaration
public DateTime EndDateUTC { get; set; }Property Value
| Type | Description |
|---|---|
| System.DateTime |
Frequency
Frequency of period
Declaration
public Frequency Frequency { get; set; }Property Value
| Type | Description |
|---|---|
| Frequency |
ReadCount
Read Count
Declaration
public Nullable<int> ReadCount { get; set; }Property Value
| Type | Description |
|---|---|
| System.Nullable<System.Int32> |
StartDateUTC
The Start date UTC
Declaration
public DateTime StartDateUTC { get; set; }Property Value
| Type | Description |
|---|---|
| System.DateTime |