QuantLib_DiscreteAveragingAsianOption_engine man page

DiscreteAveragingAsianOption::engine — Discrete-averaging Asian engine base class.

Synopsis

#include <ql/instruments/asianoption.hpp>

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

Inherited by AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, and MCDiscreteAveragingAsianEngine< RNG, S >.

Additional Inherited Members

Detailed Description

Discrete-averaging Asian engine base class.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib