ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp File Reference

Analytic engine for discrete geometric average-strike Asian option. More...

Include dependency graph for analytic_discr_geom_av_strike.hpp:

Classes

class  AnalyticDiscreteGeometricAverageStrikeAsianEngine
 Pricing engine for European discrete geometric average-strike Asian option. More...

Detailed Description

Analytic engine for discrete geometric average-strike Asian option.