ql/Pricers/discretegeometricaso.hpp File Reference
Detailed Description
Discrete Geometric Average Strike Option.
#include <ql/Pricers/singleassetoption.hpp>
#include <ql/Math/normaldistribution.hpp>
Include dependency graph for discretegeometricaso.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | DiscreteGeometricASO |
Discrete geometric average-strike Asian option (European style). More... |