ql/legacy/pricers/mcpagoda.hpp File Reference
Detailed Description
Roofed multi asset Asian option.
#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
Include dependency graph for mcpagoda.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | McPagoda |
| roofed Asian option More... | |