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Sourcecode: quantlib version File versions

discretegeometricaso.hpp File Reference


Detailed Description

Discrete Geometric Average Strike Option.

Definition in file discretegeometricaso.hpp.

#include <ql/Pricers/singleassetoption.hpp>
#include <ql/Math/normaldistribution.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::DiscreteGeometricASO
 Discrete geometric average-strike Asian option (European style). More...


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