asianoption.hpp File Reference

Asian option on a single asset. More...

Include dependency graph for asianoption.hpp:

Classes

class  ContinuousAveragingAsianOption
 Continuous-averaging Asian option. More...
 
class  DiscreteAveragingAsianOption
 Discrete-averaging Asian option. More...
 
class  DiscreteAveragingAsianOption::arguments
 Extra arguments for single-asset discrete-average Asian option. More...
 
class  ContinuousAveragingAsianOption::arguments
 Extra arguments for single-asset continuous-average Asian option. More...
 
class  DiscreteAveragingAsianOption::engine
 Discrete-averaging Asian engine base class. More...
 
class  ContinuousAveragingAsianOption::engine
 Continuous-averaging Asian engine base class. More...
 

Namespaces

 QuantLib
 

Detailed Description

Asian option on a single asset.