

/*
 Copyright (C) 2003, 2004 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email quantlib-dev@lists.sf.net
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file analytic_cont_arith_av_price.hpp
    \brief Analytic engine for continuous arithmetic average price Asian
*/

#ifndef compound_option_pricing_engine_h
#define compound_option_pricing_engine_h
#include <ql/Instruments/oneassetstrikedoption.hpp>
#include"compoundoption.h"

namespace QuantLib {

  
    
    class CompoundOptionPricingEngine
        : public CompoundOption::engine {
      public:
        void calculate() const;
    };

}


#endif
