McDiscreteArithmeticAPO Class Reference

#include <ql/Pricers/mcdiscretearithmeticapo.hpp>

Inheritance diagram for McDiscreteArithmeticAPO:

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Detailed Description

example of Monte Carlo pricer using a control variate

Deprecated:
use the DiscreteAveragingAsianOption instrument with MCDiscreteArithmeticAPEngine instead


Public Member Functions

 McDiscreteArithmeticAPO (Option::Type type, Real underlying, Real strike, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, bool controlVariate, BigNatural seed=0)


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