ql/instruments/asianoption.hpp File Reference

Asian option on a single asset. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/averagetype.hpp>
#include <ql/time/date.hpp>
#include <vector>
Include dependency graph for asianoption.hpp:

Classes

class  ContinuousAveragingAsianOption
 Continuous-averaging Asian option. More...
class  DiscreteAveragingAsianOption
 Discrete-averaging Asian option. More...
class  DiscreteAveragingAsianOption::arguments
 Extra arguments for single-asset discrete-average Asian option. More...
class  ContinuousAveragingAsianOption::arguments
 Extra arguments for single-asset continuous-average Asian option. More...
class  DiscreteAveragingAsianOption::engine
 Discrete-averaging Asian engine base class. More...
class  ContinuousAveragingAsianOption::engine
 Continuous-averaging Asian engine base class. More...

Detailed Description

Asian option on a single asset.