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fdblackscholesasianengine.hpp
Langue: en
Version: 381146 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdblackscholesasianengine.hpp -Finite-Differences Black Scholes arithmentic asian option engine.
SYNOPSIS
#include <ql/pricingengine.hpp>
#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class FdBlackScholesAsianEngine
Finite-Differences Black Scholes arithmetic asian option engine.
Detailed Description
Finite-Differences Black Scholes arithmentic asian option engine.
Author
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