Analytic engine for discrete geometric average price Asian. More...
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes | |
class | AnalyticDiscreteGeometricAveragePriceAsianEngine |
Pricing engine for European discrete geometric average price Asian. More... |
Analytic engine for discrete geometric average price Asian.