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.