Enum AverageType
- Namespace
- NanoQL.Instruments
- Assembly
- NanoQL.dll
The averaging type of an Asian option: QuantLib's Average::Type.
public enum AverageType
Fields
Arithmetic = 0The arithmetic average.
Geometric = 1The geometric average.
Remarks
QuantLib's stream operator writes the members' names, "Arithmetic" and "Geometric", which the enum's own text gives.