discretegeometricaso.hpp

Langue: en

Version: 159698 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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