mc_discr_arith_av_price (3) Linux Manual Page
ql/pricingengines/asian/mc_discr_arith_av_price.hpp – Monte Carlo engine for discrete arithmetic average price Asian.
Synopsis
#include <ql/pricingengines/asian/mc_discr_geom_av_price.hpp>#include <ql/pricingengines/asian/analytic_discr_geom_av_price.hpp>
#include <ql/exercise.hpp>
Classes
class MCDiscreteArithmeticAPEngine< RNG, S >Monte Carlo pricing engine for discrete arithmetic average price Asian.