QuantLib_DiscreteAveragingAsianOption_engine (3) - Linux Man Pages

QuantLib_DiscreteAveragingAsianOption_engine: Discrete-averaging Asian engine base class.

NAME

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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