ql/legacy/pricers/discretegeometricaso.hpp File Reference
Discrete geometric average-strike Asian option. More...
#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <vector>
Include dependency graph for discretegeometricaso.hpp:

Classes | |
class | DiscreteGeometricASO |
Discrete geometric average-strike Asian option (European style). More... |
Detailed Description
Discrete geometric average-strike Asian option.