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Sourcecode: quantlib version File versions  Download package

analytic_discr_geom_av_price.hpp File Reference


Detailed Description

Analytic engine for discrete geometric average price Asian.

Definition in file analytic_discr_geom_av_price.hpp.

#include <ql/Instruments/asianoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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