+++ /dev/null
-/*
- * Copyright 1993-2014 NVIDIA Corporation. All rights reserved.
- *
- * Please refer to the NVIDIA end user license agreement (EULA) associated
- * with this source code for terms and conditions that govern your use of
- * this software. Any use, reproduction, disclosure, or distribution of
- * this software and related documentation outside the terms of the EULA
- * is strictly prohibited.
- *
- */
-
-#ifndef ASIANOPTION_H
-#define ASIANOPTION_H
-
-template <typename Real>
-struct AsianOption
-{
- enum CallPut {Call, Put};
-
- // Parameters
- Real spot;
- Real strike;
- Real r;
- Real sigma;
- Real tenor;
- Real dt;
-
- // Value
- Real golden;
- Real value;
-
- // Option type
- CallPut type;
-};
-
-#endif