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analytic_discr_geom_av_price.hpp File Reference

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

#include <ql/Instruments/asianoption.hpp>
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Classes

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

Detailed Description

Analytic engine for discrete geometric average price Asian.

Definition in file analytic_discr_geom_av_price.hpp.


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