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mcpagoda.hpp File Reference


Detailed Description

Roofed multi asset Asian option.

Definition in file mcpagoda.hpp.

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::McPagoda
 roofed Asian option More...


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