ql/legacy/pricers/mcpagoda.hpp File Reference


Detailed Description

Roofed multi asset Asian option.

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Include dependency graph for mcpagoda.hpp:


Namespaces

namespace  QuantLib

Classes

class  McPagoda
 roofed Asian option More...