1Asian option engines(3)            QuantLib            Asian option engines(3)
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NAME

6       Asian option engines -
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Detailed Description

9   Classes
10       class AnalyticContinuousGeometricAveragePriceAsianEngine
11           Pricing engine for European continuous geometric average price
12           Asian.
13       class AnalyticDiscreteGeometricAveragePriceAsianEngine
14           Pricing engine for European discrete geometric average price Asian.
15       class MCDiscreteArithmeticAPEngine
16           Monte Carlo pricing engine for discrete arithmetic average price
17           Asian.
18       class MCDiscreteGeometricAPEngine
19           Monte Carlo pricing engine for discrete geometric average price
20           Asian.
21       class MCDiscreteAveragingAsianEngine
22           Pricing engine for discrete average Asians using Monte Carlo
23           simulation.
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27Version 0.8.1                     29 Oct 2007          Asian option engines(3)