QuantLib_DiscreteAveragingAsianOption_engine (3) - Linux Manuals
QuantLib_DiscreteAveragingAsianOption_engine: Discrete-averaging Asian engine base class.
NAME
QuantLib::DiscreteAveragingAsianOption::engine - Discrete-averaging Asian engine base class.
SYNOPSIS
#include <ql/instruments/asianoption.hpp>
Inherits GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >.
Inherited by MCDiscreteAveragingAsianEngine< RNG, S >, AnalyticDiscreteGeometricAveragePriceAsianEngine, and MCDiscreteAveragingAsianEngine< RNG, S >.
Detailed Description
Discrete-averaging Asian engine base class.
Author
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