Asian option engines
[Pricing engines]
Classes | |
| class | AnalyticContinuousGeometricAveragePriceAsianEngine |
| Pricing engine for European continuous geometric average price Asian. More... | |
| class | AnalyticDiscreteGeometricAveragePriceAsianEngine |
| Pricing engine for European discrete geometric average price Asian. More... | |
| class | MCDiscreteArithmeticAPEngine |
| Monte Carlo pricing engine for discrete arithmetic average price Asian. More... | |
| class | MCDiscreteGeometricAPEngine |
| Monte Carlo pricing engine for discrete geometric average price Asian. More... | |
| class | MCDiscreteAveragingAsianEngine |
| Pricing engine for discrete average Asians using Monte Carlo simulation. More... | |