quantlib.instruments.asian\_options.DiscreteAveragingAsianOption
================================================================

.. currentmodule:: quantlib.instruments.asian_options

.. autoclass:: DiscreteAveragingAsianOption
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~DiscreteAveragingAsianOption.__init__
      ~DiscreteAveragingAsianOption.set_pricing_engine
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~DiscreteAveragingAsianOption.delta
      ~DiscreteAveragingAsianOption.delta_forward
      ~DiscreteAveragingAsianOption.dividend_rho
      ~DiscreteAveragingAsianOption.elasticity
      ~DiscreteAveragingAsianOption.exercise
      ~DiscreteAveragingAsianOption.gamma
      ~DiscreteAveragingAsianOption.is_expired
      ~DiscreteAveragingAsianOption.itm_cash_probability
      ~DiscreteAveragingAsianOption.net_present_value
      ~DiscreteAveragingAsianOption.npv
      ~DiscreteAveragingAsianOption.payoff
      ~DiscreteAveragingAsianOption.rho
      ~DiscreteAveragingAsianOption.strike_sensitivity
      ~DiscreteAveragingAsianOption.theta
      ~DiscreteAveragingAsianOption.theta_per_day
      ~DiscreteAveragingAsianOption.valuation_date
      ~DiscreteAveragingAsianOption.vega