ql/instruments/asianoption.hpp File Reference

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

Classes
ql/instruments/asianoption.hpp File Reference

Asian option on a single asset. More...

`#include <ql/instruments/oneassetoption.hpp>`
`#include <ql/instruments/payoffs.hpp>`
`#include <ql/instruments/averagetype.hpp>`
`#include <ql/time/date.hpp>`
`#include <vector>`
Include dependency graph for asianoption.hpp:

## Classes
class | ContinuousAveragingAsianOption
| Continuous-averaging Asian option. More...
class | DiscreteAveragingAsianOption
| Discrete-averaging Asian option. More...
class | DiscreteAveragingAsianOption::arguments
| Extra arguments for single-asset discrete-average Asian option. More...
class | ContinuousAveragingAsianOption::arguments
| Extra arguments for single-asset continuous-average Asian option. More...
class | DiscreteAveragingAsianOption::engine
| Discrete-averaging Asian engine base class. More...
class | ContinuousAveragingAsianOption::engine
| Continuous-averaging Asian engine base class. More...

## Detailed Description

Asian option on a single asset.