GeometricASOPathPricer_old Class Reference

#include <geometricasopathpricer.hpp>

Inheritance diagram for GeometricASOPathPricer_old:

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Detailed Description

path pricer for geometric average strike option


Public Member Functions

 GeometricASOPathPricer_old (Option::Type type, double underlying, DiscountFactor discount, bool useAntitheticVariance)
double operator() (const Path &path) const


The documentation for this class was generated from the following files:

QuantLib.org
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