QuantLib: ql/pricingengines/asian Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

asian Directory Reference

## Files
file | analytic_cont_geom_av_price.hpp
| Analytic engine for continuous geometric average price Asian.
file | analytic_discr_geom_av_price.hpp
| Analytic engine for discrete geometric average price Asian.
file | analytic_discr_geom_av_strike.hpp
| Analytic engine for discrete geometric average-strike Asian option.
file | fdblackscholesasianengine.hpp
| Finite-Differences Black Scholes arithmentic asian option engine.
file | mc_discr_arith_av_price.hpp
| Monte Carlo engine for discrete arithmetic average price Asian.
file | mc_discr_arith_av_strike.hpp
| Monte Carlo engine for discrete arithmetic average-strike Asian.
file | mc_discr_geom_av_price.hpp
| Monte Carlo engine for discrete geometric average price Asian.
file | mcdiscreteasianengine.hpp
| Monte Carlo pricing engine for discrete average Asians.