Examples of AverageType

        final BlackScholesMertonProcess stochProcess = new BlackScholesMertonProcess(new Handle<Quote>(spot),
                new Handle<YieldTermStructure>(qTS), new Handle<YieldTermStructure>(rTS), new Handle<BlackVolTermStructure>(volTS));


        final PricingEngine engine = new AnalyticDiscreteGeometricAveragePriceAsianEngine(stochProcess);


        final AverageType averageType = AverageType.Geometric;
        /* @Real */final double runningAccumulator = 1.0;
        /* @Size */final int pastFixings = 0;
        /* @Size */final int futureFixings = 10;
        final Option.Type type = Option.Type.Call;
        /* @Real */final double strike = 100.0;

Examples of org.jquantlib.instruments.AverageType

        final BlackScholesMertonProcess stochProcess = new BlackScholesMertonProcess(
                new Handle<Quote>(spot), new Handle<YieldTermStructure>(qTS),
                new Handle<YieldTermStructure>(rTS), new Handle<BlackVolTermStructure>(volTS));
        final PricingEngine engine = new AnalyticContinuousGeometricAveragePriceAsianEngine(stochProcess);


        final AverageType averageType = AverageType.Geometric;
        final Option.Type type = Option.Type.Put;
        /* @Real */final double strike = 85.0;


        final Date exerciseDate = today.clone().addAssign(90);

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.