Rechercher une page de manuel
analytic_discr_geom_av_strike.hpp
Langue: en
Version: 378583 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp -Analytic engine for discrete geometric average-strike Asian option.
SYNOPSIS
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class AnalyticDiscreteGeometricAverageStrikeAsianEngine
Pricing engine for European discrete geometric average-strike Asian option.
Detailed Description
Analytic engine for discrete geometric average-strike Asian option.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre