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<div class="title">ql/instruments/asianoption.hpp File Reference</div> </div>
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<p>Asian option on a single asset.
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<div class="textblock"><code>#include <<a class="el" href="oneassetoption_8hpp.html">ql/instruments/oneassetoption.hpp</a>></code><br/>
<code>#include <<a class="el" href="payoffs_8hpp.html">ql/instruments/payoffs.hpp</a>></code><br/>
<code>#include <<a class="el" href="averagetype_8hpp.html">ql/instruments/averagetype.hpp</a>></code><br/>
<code>#include <<a class="el" href="date_8hpp.html">ql/time/date.hpp</a>></code><br/>
<code>#include <vector></code><br/>
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Include dependency graph for asianoption.hpp:</div>
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<area shape="rect" id="node3" href="oneassetoption_8hpp.html" title="Option on a single asset." alt="" coords="5,86,227,117"/><area shape="rect" id="node5" href="payoffs_8hpp.html" title="Payoffs for various options." alt="" coords="251,86,424,117"/><area shape="rect" id="node7" href="averagetype_8hpp.html" title="Averaging algorithm enumeration." alt="" coords="448,86,651,117"/><area shape="rect" id="node9" href="date_8hpp.html" title="date- and time-related classes, typedefs and enumerations" alt="" coords="675,86,789,117"/></map>
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<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html">ContinuousAveragingAsianOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous-averaging Asian option. <a href="class_quant_lib_1_1_continuous_averaging_asian_option.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html">DiscreteAveragingAsianOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discrete-averaging Asian option. <a href="class_quant_lib_1_1_discrete_averaging_asian_option.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1arguments.html">DiscreteAveragingAsianOption::arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Extra arguments for single-asset discrete-average Asian option. <a href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1arguments.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1arguments.html">ContinuousAveragingAsianOption::arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Extra arguments for single-asset continuous-average Asian option. <a href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1arguments.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1engine.html">DiscreteAveragingAsianOption::engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discrete-averaging Asian engine base class. <a href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1engine.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1engine.html">ContinuousAveragingAsianOption::engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous-averaging Asian engine base class. <a href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1engine.html#details">More...</a><br/></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Asian option on a single asset. </p>
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