QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

McDiscreteArithmeticAPO Class Reference #include <ql/Pricers/mcdiscretearithmeticapo.hpp> Inheritance diagram for McDiscreteArithmeticAPO: [legend]List of all members. Detailed Description example of Monte Carlo pricer using a control variate Deprecated: use the DiscreteAveragingAsianOption instrument with MCDiscreteArithmeticAPEngine instead Public Member Functions   McDiscreteArithmeticAPO (Option::Type type, Real underlying, Real strike, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, const Handle< BlackVolTermStructure > &volatility, const std::vector< Time > &times, bool controlVariate, BigNatural seed=0)

---

QuantLib.org

Hosted by

Documentation generated by