ql/pricingengines/asian/mcdiscreteasianengine.hpp File Reference
Detailed Description
Monte Carlo pricing engine for discrete average Asians.
#include <ql/pricingengines/mcsimulation.hpp>
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for mcdiscreteasianengine.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | MCDiscreteAveragingAsianEngine |
Pricing engine for discrete average Asians using Monte Carlo simulation. More... |