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