McDiscreteArithmeticASO Class Reference

#include <ql/legacy/pricers/mcdiscretearithmeticaso.hpp>

Inheritance diagram for McDiscreteArithmeticASO:

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Detailed Description

Discrete arithmetic average-strike Asian option.


Public Member Functions

 McDiscreteArithmeticASO (Option::Type type, Real underlying, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, bool controlVariate, BigNatural seed=0)