NAME

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.

Detailed Description

Monte Carlo engine for discrete arithmetic average price Asian.

Author

Generated automatically by Doxygen for QuantLib from the source code.