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asianoption.hpp File Reference

Asian option on a single asset. More...

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Classes

class  QuantLib::ContinuousAveragingAsianOption::arguments
 Extra arguments for single-asset continuous-average Asian option. More...
class  QuantLib::DiscreteAveragingAsianOption::arguments
 Extra arguments for single-asset discrete-average Asian option. More...
class  QuantLib::ContinuousAveragingAsianOption
 Continuous-averaging Asian option. More...
class  QuantLib::DiscreteAveragingAsianOption
 Discrete-averaging Asian option. More...
class  QuantLib::ContinuousAveragingAsianOption::engine
 Continuous-averaging Asian engine base class. More...
class  QuantLib::DiscreteAveragingAsianOption::engine
 Discrete-averaging Asian engine base class. More...

Namespaces

namespace  QuantLib

Detailed Description

Asian option on a single asset.

Definition in file asianoption.hpp.


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