Asian option engines

Classes

class  AnalyticContinuousGeometricAveragePriceAsianEngine
 Pricing engine for European continuous geometric average price Asian. More...
class  AnalyticDiscreteGeometricAveragePriceAsianEngine
 Pricing engine for European discrete geometric average price Asian. More...
class  AnalyticDiscreteGeometricAverageStrikeAsianEngine
 Pricing engine for European discrete geometric average-strike Asian option. More...
class  MCDiscreteArithmeticAPEngine< RNG, S >
 Monte Carlo pricing engine for discrete arithmetic average price Asian. More...
class  MCDiscreteArithmeticASEngine< RNG, S >
 Monte Carlo pricing engine for discrete arithmetic average-strike Asian. More...
class  MCDiscreteGeometricAPEngine< RNG, S >
 Monte Carlo pricing engine for discrete geometric average price Asian. More...
class  MCDiscreteAveragingAsianEngine< RNG, S >
 Pricing engine for discrete average Asians using Monte Carlo simulation. More...