 
Asian option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/payoffs.hpp>#include <ql/instruments/averagetype.hpp>#include <ql/time/date.hpp>#include <vector>
| Classes | |
| class | ContinuousAveragingAsianOption | 
| Continuous-averaging Asian option.  More... | |
| class | DiscreteAveragingAsianOption | 
| Discrete-averaging Asian option.  More... | |
| class | DiscreteAveragingAsianOption::arguments | 
| Extra arguments for single-asset discrete-average Asian option.  More... | |
| class | ContinuousAveragingAsianOption::arguments | 
| Extra arguments for single-asset continuous-average Asian option.  More... | |
| class | DiscreteAveragingAsianOption::engine | 
| Discrete-averaging Asian engine base class.  More... | |
| class | ContinuousAveragingAsianOption::engine | 
| Continuous-averaging Asian engine base class.  More... | |
Asian option on a single asset.