DiscreteAveragingAsianOption::engine Class Reference

Discrete-averaging Asian engine base class. More...

#include <ql/instruments/asianoption.hpp>

Inheritance diagram for DiscreteAveragingAsianOption::engine:

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results >
DiscreteAveragingAsianOption::arguments arguments_
 
DiscreteAveragingAsianOption::results results_
 

Detailed Description

Discrete-averaging Asian engine base class.