asianengines (3) Linux Manual Page
Asian option engines –
Classes
class AnalyticContinuousGeometricAveragePriceAsianEnginePricing engine for European continuous geometric average price Asian.
class AnalyticDiscreteGeometricAveragePriceAsianEngine
Pricing engine for European discrete geometric average price Asian.
class MCDiscreteArithmeticAPEngine< RNG, S >
Monte Carlo pricing engine for discrete arithmetic average price Asian.
class MCDiscreteArithmeticASEngine< RNG, S >
Monte Carlo pricing engine for discrete arithmetic average-strike Asian.
class MCDiscreteGeometricAPEngine< RNG, S >
Monte Carlo pricing engine for discrete geometric average price Asian.
class MCDiscreteAveragingAsianEngine< RNG, S >
Pricing engine for discrete average Asians using Monte Carlo simulation.