mcdiscreteasianenginebase.hpp File Reference

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

#include <ql/exercise.hpp>
#include <ql/instruments/asianoption.hpp>
#include <ql/pricingengines/mcsimulation.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	PastFixingsOnly
class	MCDiscreteAveragingAsianEngineBase< MC, RNG, S >
	Pricing engine for discrete average Asians using Monte Carlo simulation. More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Detailed Description

Monte Carlo pricing engine for discrete average Asians.

Definition in file mcdiscreteasianenginebase.hpp.