QuantLib_ContinuousAveragingAsianOption_engine

Langue: en

Autres versions - même langue

Version: 169060 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ContinuousAveragingAsianOption::engine - Continuous-averaging Asian engine base class.

SYNOPSIS


#include <ql/instruments/asianoption.hpp>

Inherits GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >.

Inherited by AnalyticContinuousGeometricAveragePriceAsianEngine.

Detailed Description

Continuous-averaging Asian engine base class.

Author

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