ql/Pricers/mcdiscretearithmeticapo.hpp File Reference


Detailed Description

Discrete Arithmetic Average Price Option.

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

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Namespaces

namespace  QuantLib

Classes

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

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