MC engine for pricing arithmetic asian option in quanlibXL

Posted by Yiwen Yang on Sep 27, 2016; 5:44am
URL: http://quantlib.414.s1.nabble.com/MC-engine-for-pricing-arithmetic-asian-option-in-quanlibXL-tp17762.html

Hi,

I've just tried to implement Monte Carlo pricing engine for arithmetic asian option in Excel spreadsheet by quanlitXL 1.7 but could not find related methods. Thus, will it be available to implement Monte Carlo pricing engine in Excel by quantlib?

Thank you very much!

Yiwen  

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