Creates an Analytic Continuous Geometric Average Price Asian Engine for pricing asian (average rate) options.

The string 'Key' resulting from a successful construction of this engine object can be passed to the ContinuousAsianOption() function in order to create a Continuous Asian Option object that can be priced via the PrcObjContinuousAsianOption() function.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "CASENG"

String CTAsianEngine.ContinuousAsianEngine( _
String Key, _
Long Reload)

=CT.ENG.ContinuousAsianEngine(
Excel String Cell Key,
Excel Numeric Cell Reload)

static std::string ContinuousAsianEngine(
std::string Key,
long Reload);

System.String CTAsianEngineSA.ContinuousAsianEngine(
System.String Key,
System.Int32 Reload);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.