analytic_cont_geom_av_price.hpp File Reference

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

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

Go to the source code of this file.

Classes
class	AnalyticContinuousGeometricAveragePriceAsianEngine
	Pricing engine for European continuous geometric average price Asian. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for continuous geometric average price Asian.

Definition in file analytic_cont_geom_av_price.hpp.