ql/pricingengines/asian/analytic_cont_geom_av_price.hpp File Reference

Analytic engine for continuous geometric average price Asian. More...

#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Include dependency graph for analytic_cont_geom_av_price.hpp:


Classes

class  AnalyticContinuousGeometricAveragePriceAsianEngine
 Pricing engine for European continuous geometric average price Asian. More...

Detailed Description

Analytic engine for continuous geometric average price Asian.