turnbullwakemanasianengine.hpp File Reference

Turnbull Wakeman moment-matching Asian option Engine. More...

#include <ql/instruments/asianoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	TurnbullWakemanAsianEngine

Namespaces
namespace	QuantLib

Detailed Description

Turnbull Wakeman moment-matching Asian option Engine.

Definition in file turnbullwakemanasianengine.hpp.