Analytic engine for discrete geometric average-strike Asian option. More...
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes | |
class | AnalyticDiscreteGeometricAverageStrikeAsianEngine |
Pricing engine for European discrete geometric average-strike Asian option. More... |
Analytic engine for discrete geometric average-strike Asian option.