QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

McDiscreteArithmeticASO Class Reference #include <mcdiscretearithmeticaso.hpp> Inheritance diagram for McDiscreteArithmeticASO: [legend]List of all members. Detailed Description example of Monte Carlo pricer using a control variate. Todo: Continous Averaging version Public Member Functions   McDiscreteArithmeticASO (Option::Type type, double underlying, Spread dividendYield, Rate riskFreeRate, const std::vector< Time > &times, double volatility, bool antitheticVariance, bool controlVariate, long seed=0) The documentation for this class was generated from the following files: ql/Pricers/mcdiscretearithmeticaso.hpp ql/Pricers/mcdiscretearithmeticaso.cpp

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