ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp File Reference


Detailed Description

Monte Carlo engine for discrete geometric average price Asian.

#include <ql/PricingEngines/Asian/mcdiscreteasianengine.hpp>
#include <ql/Volatilities/blackconstantvol.hpp>
#include <ql/Volatilities/blackvariancecurve.hpp>

Include dependency graph for mc_discr_geom_av_price.hpp:


Namespaces

namespace  QuantLib

Classes

class  MCDiscreteGeometricAPEngine
 Monte Carlo pricing engine for discrete geometric average price Asian. More...

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