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Asian option engines
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Classes | |
class | AnalyticContinuousGeometricAveragePriceAsianEngine |
Pricing engine for European continuous geometric average price Asian. More... | |
class | AnalyticDiscreteGeometricAveragePriceAsianEngine |
Pricing engine for European discrete geometric average price Asian. More... | |
class | MCDiscreteArithmeticAPEngine |
Monte Carlo pricing engine for discrete arithmetic average price Asian. More... | |
class | MCDiscreteGeometricAPEngine |
Monte Carlo pricing engine for discrete geometric average price Asian. More... | |
class | MCDiscreteAveragingAsianEngine |
Pricing engine for discrete average Asians using Monte Carlo simulation. More... |
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