Asian Option is a of with functions , keys and example object that represents an contract, where either the final underlying price or the strike in the payoff formula is replaced with the "average" of the underlying prices realised in a certain time interval before expiry.
The following features are currently not supported by QuantLib:
American and Bermudan exercise style, barriers, discrete dividends/storage costs.
The various types of asian options are described in
The pricing methodology is specified in