ql/Instruments/asianoption.hpp File Reference


Detailed Description

Asian option on a single asset.

#include <ql/Instruments/oneassetstrikedoption.hpp>

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Namespaces

namespace  QuantLib

Classes

struct  Average
 placeholder for enumerated averaging types More...
class  ContinuousAveragingAsianOption
 Continuous-averaging Asian option. More...
class  DiscreteAveragingAsianOption
 Discrete-averaging Asian option. More...
class  DiscreteAveragingAsianOption::arguments
 Extra arguments for single-asset discrete-average Asian option. More...
class  ContinuousAveragingAsianOption::arguments
 Extra arguments for single-asset continuous-average Asian option. More...
class  DiscreteAveragingAsianOption::engine
 Discrete-averaging Asian engine base class. More...
class  ContinuousAveragingAsianOption::engine
 Continuous-averaging Asian engine base class. More...

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