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Model[Asian_Option]

"Model[Asian Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Asian Option.
The pricing succeeds by any of 7 different methods listed in
Model[Asian Option]::Pricing Method

The following quantities may be also calculated and reported along the price.
Delta
Refers to the output of QuantLib's delta function.


Gamma
Refers to the output of QuantLib's gamma function.


Price
The output is a number that represents the price of the referenced tradable, which is the present value of all expected future cash flows, whereby "today" represents the currently set global valuation (trade) date or its overwrite through the
Key Tradable::Price::As Of#1.
The cash flows occurring on the trade date are included only if
Key Tradable::Price::Trade Date CFs#1 is set to TRUE



The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.