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QuantLib_DiscreteAveragingAsianOption_engine
Langue: en
Version: 382309 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DiscreteAveragingAsianOption::engine -Discrete-averaging Asian engine base class.
SYNOPSIS
#include <ql/instruments/asianoption.hpp>
Inherits GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >.
Inherited by AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, and MCDiscreteAveragingAsianEngine< RNG, S >.
Detailed Description
Discrete-averaging Asian engine base class.
Author
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