mc_discr_geom_av_price.hpp File Reference

Monte Carlo engine for discrete geometric average price Asian. More...

Include dependency graph for mc_discr_geom_av_price.hpp:

Classes

class  MCDiscreteGeometricAPEngine< RNG, S >
 Monte Carlo pricing engine for discrete geometric average price Asian. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Monte Carlo engine for discrete geometric average price Asian.