ql/instruments/asianoption.hpp File Reference
Detailed Description
Asian option on a single asset.
#include <ql/instruments/oneassetstrikedoption.hpp>
Include dependency graph for asianoption.hpp:

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... |