ql/pricingengines/asian/analytic_discr_geom_av_price.hpp File Reference

Analytic engine for discrete geometric average price Asian. More...

#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Include dependency graph for analytic_discr_geom_av_price.hpp:


Classes

class  AnalyticDiscreteGeometricAveragePriceAsianEngine
 Pricing engine for European discrete geometric average price Asian. More...

Detailed Description

Analytic engine for discrete geometric average price Asian.