Go to Deriscope's documentation start page

Asian_Option__Asian_Type

Asian Type refers to List of "asian" definitions according to where the "asian" aspect applies.
Available Asian Type types:
Fixed Strike
The underlying price in the regular option payoff formula is replaced with the "average" underlying price that is realised during the defined time interval of observation.
Two definitions of "average" are supported, the
Average::Average Type::Arithmetic and Average::Average Type::Geometric
Floating Strike
The effective strike is set to the "average" underlying price that is realised during the defined time interval of observation.
Two definitions of "average" are supported, the
Average::Average Type::Arithmetic and Average::Average Type::Geometric