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Sourcecode: quantlib version File versions  Download package

analytic_cont_geom_av_price.hpp File Reference


Detailed Description

Analytic engine for continuous geometric average price Asian.

Definition in file analytic_cont_geom_av_price.hpp.

#include <ql/Instruments/asianoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine
 Pricing engine for European continuous geometric average price Asian. More...


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