analytic_discr_geom_av_strike.hpp File Reference

Analytic engine for discrete geometric average-strike Asian option. More...

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

Go to the source code of this file.

Classes
class	AnalyticDiscreteGeometricAverageStrikeAsianEngine
	Pricing engine for European discrete geometric average-strike Asian option. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for discrete geometric average-strike Asian option.

Definition in file analytic_discr_geom_av_strike.hpp.