asianoption.hpp File Reference

Asian option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/averagetype.hpp>
#include <ql/time/date.hpp>
#include <vector>

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Asian option on a single asset.

Definition in file asianoption.hpp.