Re: [Quantlib-users] Model for pricing Asian options

[Ashish B. <ash...@gm...>]

Do you know if Asian option engines have moment matching inbuilt?

On Tue, 28 Dec 2021 at 21:03, Luigi Ballabio <lui...@gm...>
wrote:

> Hello Ashish, no, it's not.
>
> Luigi
>
>
> On Thu, Dec 2, 2021 at 11:35 AM Ashish Bansal <ash...@gm...>
> wrote:
>
>> Hi,
>>
>> Is the turnbull-wakeman model supported in QL for pricing the asian
>> options? I wish to price the commodity asian options.
>>
>> Regards,
>> Ashish
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>