QuantLib 0.3.7
Getting started
Reference manual
Asian option engines
[Pricing engines]
Classes | |
| class | AnalyticContinuousAveragingAsianEngine |
| Pricing engine for European continuous geometric average Asian option. More... | |
| class | AnalyticDiscreteAveragingAsianEngine |
| Pricing engine for European discrete geometric average Asian option. More... | |
