discretegeometricaso(3)
NAME
ql/legacy/pricers/discretegeometricaso.hpp – Discrete geometric average-strike Asian option.
SYNOPSIS
#include <ql/legacy/pricers/singleassetoption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <vector>
Classes
class DiscreteGeometricASO
Discrete geometric average-strike Asian option (European style).
Detailed Description
Discrete geometric average-strike Asian option.
Author
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