ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp File Reference
Analytic engine for discrete geometric average-strike Asian option. More...
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for analytic_discr_geom_av_strike.hpp:

Classes | |
class | AnalyticDiscreteGeometricAverageStrikeAsianEngine |
Pricing engine for European discrete geometric average-strike Asian option. More... |
Detailed Description
Analytic engine for discrete geometric average-strike Asian option.