QuantLib 0.3.8
Getting started
Reference manual
ql/Pricers/mcdiscretearithmeticapo.hpp File Reference
Detailed Description
Discrete Arithmetic Average Price Option.
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/Pricers/mcpricer.hpp>
Include dependency graph for mcdiscretearithmeticapo.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | McDiscreteArithmeticAPO |
| example of Monte Carlo pricer using a control variate More... | |
