Asian option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/payoffs.hpp>#include <ql/instruments/averagetype.hpp>#include <ql/time/date.hpp>#include <vector>
Classes | |
| class | ContinuousAveragingAsianOption |
| Continuous-averaging Asian option. More... | |
| class | DiscreteAveragingAsianOption |
| Discrete-averaging Asian option. More... | |
| class | DiscreteAveragingAsianOption::arguments |
| Extra arguments for single-asset discrete-average Asian option. More... | |
| class | ContinuousAveragingAsianOption::arguments |
| Extra arguments for single-asset continuous-average Asian option. More... | |
| class | DiscreteAveragingAsianOption::engine |
| Discrete-averaging Asian engine base class. More... | |
| class | ContinuousAveragingAsianOption::engine |
| Continuous-averaging Asian engine base class. More... | |
Asian option on a single asset.