ql/legacy/pricers/mcpagoda.hpp File Reference
Detailed Description
Roofed multi asset Asian option.
#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
Include dependency graph for mcpagoda.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | McPagoda |
roofed Asian option More... |