Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces

discretegeometricaso.hpp File Reference

Discrete geometric average-strike Asian option. More...

#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <vector>
Include dependency graph for discretegeometricaso.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

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

Namespaces

namespace  QuantLib

Detailed Description

Discrete geometric average-strike Asian option.

Definition in file discretegeometricaso.hpp.


Generated by  Doxygen 1.6.0   Back to index