QuantLib: C:/dev/QuantLib/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Analytic engine for discrete geometric average price Asian. More...

#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	AnalyticDiscreteGeometricAveragePriceAsianEngine
	Pricing engine for European discrete geometric average price Asian. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for discrete geometric average price Asian.

Definition in file analytic_discr_geom_av_price.hpp.