[Quantlib-users] exotic non linear payoff

[Mohammad Shoja-t. <msh...@gm...>]

Hi All,

I'd like to price a payoff which looks like this: max( S - C * S/Avg(S), 0)
Where S is the spot price, Avg(S) is average of spot price in specified
(future) fixing dates and C is a constant. How best can I do that using
quantlib?

Thanks

-- 
Mo Shoja