equityasianoption.hpp File Reference

Engine builder for equity Asian options. More...

#include <ored/portfolio/builders/asianoption.hpp>

Classes
class	EquityEuropeanAsianOptionMCDAAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Price Options. More...
class	EquityEuropeanAsianOptionMCDAASEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Strike Options. More...
class	EquityEuropeanAsianOptionMCDGAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionADGAPEngineBuilder
	Discrete Analytic Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionADGASEngineBuilder
	Discrete Analytic Engine Builder for European Asian Equity Geometric Average Strike Options. More...
class	EquityEuropeanAsianOptionACGAPEngineBuilder
	Continuous Analytic Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionTWEngineBuilder
	Discrete Analytic TW Engine Builder for European Asian Equity Arithmetic Average Price Options. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for equity Asian options.