Classes | |
| class | AnalyticContinuousGeometricAveragePriceAsianEngine |
| Pricing engine for European continuous geometric average price Asian. More... | |
| class | AnalyticDiscreteGeometricAveragePriceAsianEngine |
| Pricing engine for European discrete geometric average price Asian. More... | |
| class | AnalyticDiscreteGeometricAverageStrikeAsianEngine |
| Pricing engine for European discrete geometric average-strike Asian option. More... | |
| class | MCDiscreteArithmeticAPEngine< RNG, S > |
| Monte Carlo pricing engine for discrete arithmetic average price Asian. More... | |
| class | MCDiscreteArithmeticASEngine< RNG, S > |
| Monte Carlo pricing engine for discrete arithmetic average-strike Asian. More... | |
| class | MCDiscreteGeometricAPEngine< RNG, S > |
| Monte Carlo pricing engine for discrete geometric average price Asian. More... | |
| class | MCDiscreteAveragingAsianEngine< RNG, S > |
| Pricing engine for discrete average Asians using Monte Carlo simulation. More... | |