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Asian Option is a Tradable that represents an Option 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
Asian Option::Asian Type

The pricing methodology is specified in
Model[Asian Option]

No QuantLib issues have been identified: