Analytic engine for continuous geometric average price Asian. More...
#include <ql/instruments/asianoption.hpp>#include <ql/processes/blackscholesprocess.hpp>
Classes | |
| class | AnalyticContinuousGeometricAveragePriceAsianEngine |
| Pricing engine for European continuous geometric average price Asian. More... | |
Analytic engine for continuous geometric average price Asian.