Asian option engines
[Pricing engines]
Detailed Description
Classes | |
class | AnalyticContinuousGeometricAveragePriceAsianEngine |
Pricing engine for European continuous geometric average price Asian. More... | |
class | AnalyticDiscreteGeometricAveragePriceAsianEngine |
Pricing engine for European discrete geometric average price Asian. More... | |
class | MCDiscreteArithmeticAPEngine |
Monte Carlo pricing engine for discrete arithmetic average price Asian. More... | |
class | MCDiscreteGeometricAPEngine |
Monte Carlo pricing engine for discrete geometric average price Asian. More... | |
class | MCDiscreteAveragingAsianEngine |
Pricing engine for discrete average Asians using Monte Carlo simulation. More... |