org.jquantlib.pricingengines.asian

Class AnalyticContinuousGeometricAveragePriceAsianEngine

java.lang.Object

org.jquantlib.pricingengines.GenericEngine<ContinuousAveragingAsianOption.ArgumentsImpl,ContinuousAveragingAsianOption.ResultsImpl>

org.jquantlib.instruments.ContinuousAveragingAsianOption.EngineImpl

org.jquantlib.pricingengines.asian.AnalyticContinuousGeometricAveragePriceAsianEngine

All Implemented Interfaces:

Instrument.Results, OneAssetOption.Results, Option.Greeks, Option.MoreGreeks, PricingEngine, PricingEngine.Results, Observable, Observer

public class AnalyticContinuousGeometricAveragePriceAsianEngine
extends ContinuousAveragingAsianOption.EngineImpl

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

Constructor and Description
AnalyticContinuousGeometricAveragePriceAsianEngine(GeneralizedBlackScholesProcess process)

Method Summary

Modifier and Type	Method and Description
void	calculate()

Methods inherited from class org.jquantlib.pricingengines.GenericEngine

addObserver, countObservers, deleteObserver, deleteObservers, getArguments, getObservers, getResults, notifyObservers, notifyObservers, reset, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.jquantlib.pricingengines.PricingEngine.Results

reset

Constructor Detail

AnalyticContinuousGeometricAveragePriceAsianEngine

public AnalyticContinuousGeometricAveragePriceAsianEngine(GeneralizedBlackScholesProcess process)

Method Detail

calculate

public void calculate()