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Sourcecode: quantlib version File versions

mcdiscretearithmeticaso.hpp File Reference


Detailed Description

Discrete Arithmetic Average Strike Option.

Definition in file mcdiscretearithmeticaso.hpp.

#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::McDiscreteArithmeticASO
 example of Monte Carlo pricer using a control variate. More...


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