analytic_cont_geom_av_price.hpp File Reference

Analytic engine for continuous geometric average price Asian. More...

Include dependency graph for analytic_cont_geom_av_price.hpp:

Classes

class  AnalyticContinuousGeometricAveragePriceAsianEngine
 Pricing engine for European continuous geometric average price Asian. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Analytic engine for continuous geometric average price Asian.