QuantLib_DiscreteAveragingAsianOption_engine (3) Linux Manual Page

QuantLib::DiscreteAveragingAsianOption::engine – Discrete-averaging Asian engine base class.

Synopsis

#include <ql/instruments/asianoption.hpp>

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

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

Detailed Description

Discrete-averaging Asian engine base class.

Author

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