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discretegeometricaso.hpp File Reference


Detailed Description

Discrete geometric average-strike Asian option.

Definition in file discretegeometricaso.hpp.

#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <vector>

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Namespaces

namespace  QuantLib

Classes

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


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