ql/Pricers/mcdiscretearithmeticaso.hpp File Reference


Detailed Description

Discrete Arithmetic Average Strike Option.

#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Include dependency graph for mcdiscretearithmeticaso.hpp:


Namespaces

namespace  QuantLib

Classes

class  McDiscreteArithmeticASO
 example of Monte Carlo pricer using a control variate. More...

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