QuantLib_ContinuousAveragingAsianOption_engine

ContinuousAveragingAsianOption::engine — Continuous-averaging Asian engine base class.

Synopsis

#include <ql/instruments/asianoption.hpp>

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

Inherited by AnalyticContinuousGeometricAveragePriceAsianEngine, ContinuousArithmeticAsianLevyEngine, and ContinuousArithmeticAsianVecerEngine.

Additional Inherited Members

Detailed Description

Continuous-averaging Asian engine base class.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib