MCDiscreteArithmeticASEngine< RNG, S > Class Template Reference

### A free/open-source library for quantitative finance

Public Types | Public Member Functions | Protected Member Functions
MCDiscreteArithmeticASEngine< RNG, S > Class Template Reference
Asian option engines

Monte Carlo pricing engine for discrete arithmetic average-strike Asian. More...

`#include <ql/pricingengines/asian/mc_discr_arith_av_strike.hpp>`

Inheritance diagram for MCDiscreteArithmeticASEngine< RNG, S >:
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List of all members.

## Public Types
typedef MCDiscreteAveragingAsianEngine < RNG, S > ::path_generator_type | path_generator_type
typedef MCDiscreteAveragingAsianEngine < RNG, S >::path_pricer_type | path_pricer_type
typedef MCDiscreteAveragingAsianEngine < RNG, S >::stats_type | stats_type
## Public Member Functions
| MCDiscreteArithmeticASEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed)
## Protected Member Functions
boost::shared_ptr < path_pricer_type > | pathPricer () const

## Detailed Description

### template<class RNG = PseudoRandom, class S = Statistics>
class QuantLib::MCDiscreteArithmeticASEngine< RNG, S >

Monte Carlo pricing engine for discrete arithmetic average-strike Asian.