Monte Carlo engine for discrete arithmetic average-strike Asian. More...
#include <ql/pricingengines/asian/mcdiscreteasianengine.hpp>
#include <ql/exercise.hpp>
Classes | |
class | MCDiscreteArithmeticASEngine< RNG, S > |
Monte Carlo pricing engine for discrete arithmetic average-strike Asian. More... |
Monte Carlo engine for discrete arithmetic average-strike Asian.