ql/Instruments/asianoption.hpp File Reference
Detailed Description
Asian option on a single asset.
#include <ql/Instruments/oneassetstrikedoption.hpp>
Include dependency graph for asianoption.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| struct | Average |
| placeholder for enumerated averaging types More... | |
| 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... | |