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discretegeometricaso.hpp
Langue: en
Version: 159698 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/pricers/discretegeometricaso.hpp - Discrete geometric average-strike Asian option.SYNOPSIS
#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <vector>
Classes
class DiscreteGeometricASO
Discrete geometric average-strike Asian option (European style).
Detailed Description
Discrete geometric average-strike Asian option.
Author
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