QuantLib 0.3.8
Getting started
Reference manual
ql/Pricers/discretegeometricapo.hpp File Reference
Detailed Description
Discrete Geometric Average Price Option.
#include <ql/Pricers/singleassetoption.hpp>
#include <ql/Math/normaldistribution.hpp>
Include dependency graph for discretegeometricapo.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | DiscreteGeometricAPO |
| Discrete geometric average-price Asian option (European style). More... | |
