ql/pricingengines/asian/analytic_cont_geom_av_price.hpp File Reference
Detailed Description
Analytic engine for continuous geometric average price Asian.
#include <ql/instruments/asianoption.hpp>
Include dependency graph for analytic_cont_geom_av_price.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | AnalyticContinuousGeometricAveragePriceAsianEngine |
Pricing engine for European continuous geometric average price Asian. More... |