ql/instruments/asianoption.hpp File Reference


Detailed Description

Asian option on a single asset.

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/averagetype.hpp>
#include <ql/time/date.hpp>
#include <vector>

Include dependency graph for asianoption.hpp:


Namespaces

namespace  QuantLib

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...