ql/legacy/pricers/discretegeometricaso.hpp File Reference


Detailed Description

Discrete geometric average-strike Asian option.

#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Include dependency graph for discretegeometricaso.hpp:


Namespaces

namespace  QuantLib

Classes

class  DiscreteGeometricASO
 Discrete geometric average-strike Asian option (European style). More...