QuantLib: Asian option engines

A free/open-source library for quantitative finance Reference manual - version 1.6

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Classes
Asian option engines
Pricing engines

## Classes
class | AnalyticContinuousGeometricAveragePriceAsianEngine
| Pricing engine for European continuous geometric average price Asian. More...
class | AnalyticDiscreteGeometricAveragePriceAsianEngine
| Pricing engine for European discrete geometric average price Asian. More...
class | AnalyticDiscreteGeometricAverageStrikeAsianEngine
| Pricing engine for European discrete geometric average-strike Asian option. More...
class | MCDiscreteArithmeticAPEngine< RNG, S >
| Monte Carlo pricing engine for discrete arithmetic average price Asian. More...
class | MCDiscreteArithmeticASEngine< RNG, S >
| Monte Carlo pricing engine for discrete arithmetic average-strike Asian. More...
class | MCDiscreteGeometricAPEngine< RNG, S >
| Monte Carlo pricing engine for discrete geometric average price Asian. More...
class | MCDiscreteAveragingAsianEngine< RNG, S >
| Pricing engine for discrete average Asians using Monte Carlo simulation. More...

## Detailed Description