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...