AsianGBM Class Reference

Inheritance diagram for AsianGBM:

Public Member Functions
	AsianGBM (double r, double sigma, double strike, double s0, int d, double[] zeta)
void	generatePath (RandomStream stream)
double	getPayoff ()
void	simulateRuns (int n, RandomStream stream, Tally statValue)

Static Public Member Functions
static void	main (String[] args) throws IOException

Package Attributes
double	strike
int	d
double	discount
double []	muDelta
double []	sigmaSqrtDelta
double []	logS

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The documentation for this class was generated from the following file:

• AsianGBM.java