fdblackscholesasianengine.hpp

Langue: en

Version: 381146 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdblackscholesasianengine.hpp -

Finite-Differences Black Scholes arithmentic asian option engine.

SYNOPSIS


#include <ql/pricingengine.hpp>
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes


class FdBlackScholesAsianEngine
Finite-Differences Black Scholes arithmetic asian option engine.

Detailed Description

Finite-Differences Black Scholes arithmentic asian option engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.