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Sourcecode: quantlib version File versions

asianoption.hpp File Reference


Detailed Description

Asian option on a single asset.

Definition in file asianoption.hpp.

#include <ql/Instruments/oneassetstrikedoption.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

struct  QuantLib::Average
 placeholder for enumerated averaging types More...
class  QuantLib::ContinuousAveragingAsianOption
 Continuous-averaging Asian option. More...
class  QuantLib::ContinuousAveragingAsianOption::arguments
 Extra arguments for single-asset continuous-average Asian option. More...
class  QuantLib::ContinuousAveragingAsianOption::engine
 Continuous-averaging Asian engine base class. More...
class  QuantLib::DiscreteAveragingAsianOption
 Discrete-averaging Asian option. More...
class  QuantLib::DiscreteAveragingAsianOption::arguments
 Extra arguments for single-asset discrete-average Asian option. More...
class  QuantLib::DiscreteAveragingAsianOption::engine
 Discrete-averaging Asian engine base class. More...


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