analytic_discr_geom_av_price.hpp File Reference

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

Include dependency graph for analytic_discr_geom_av_price.hpp:

Classes

class  AnalyticDiscreteGeometricAveragePriceAsianEngine
 Pricing engine for European discrete geometric average price Asian. More...
 

Namespaces

 QuantLib
 

Detailed Description

Analytic engine for discrete geometric average price Asian.