mcdiscreteasianengine.hpp File Reference

Monte Carlo pricing engine for discrete average Asians. More...

Include dependency graph for mcdiscreteasianengine.hpp:

Classes

class  MCDiscreteAveragingAsianEngine< RNG, S >
 Pricing engine for discrete average Asians using Monte Carlo simulation. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Monte Carlo pricing engine for discrete average Asians.