QuantLib_DiscreteAveragingAsianOption_engine

Langue: en

Autres versions - même langue

Version: 382309 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DiscreteAveragingAsianOption::engine -

Discrete-averaging Asian engine base class.

SYNOPSIS


#include <ql/instruments/asianoption.hpp>

Inherits GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >.

Inherited by AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, and MCDiscreteAveragingAsianEngine< RNG, S >.

Detailed Description

Discrete-averaging Asian engine base class.

Author

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