analytic_cont_geom_av_price.hpp File Reference

Analytic engine for continuous geometric average price Asian. More...

#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Include dependency graph for analytic_cont_geom_av_price.hpp:

Classes
class	AnalyticContinuousGeometricAveragePriceAsianEngine
	Pricing engine for European continuous geometric average price Asian. More...

Namespaces
	QuantLib

Detailed Description

Analytic engine for continuous geometric average price Asian.