QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
continuousarithmeticasianvecerengine.hpp File Reference

Vecer engine for continuous arithmetic Asian options. More...

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

Go to the source code of this file.

Classes

class  ContinuousArithmeticAsianVecerEngine
 Vecer engine for continuous-avaeraging Asian options. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Vecer engine for continuous arithmetic Asian options.

Definition in file continuousarithmeticasianvecerengine.hpp.