ql/MonteCarlo/geometricasopathpricer.cpp File Reference


Detailed Description

path pricer for geometric average strike option

#include <ql/MonteCarlo/geometricasopathpricer.hpp>
#include <ql/Pricers/singleassetoption.hpp>

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Namespaces

namespace  QuantLib
namespace  QuantLib::MonteCarlo

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