Asian_OptionAsian Option is a child type of Exotic Option that represents an Option contract, where either the final underlying price or the strike in the payoff formula is replaced with the "average" of the underlying prices realised in a certain time interval before expiry.
The following features are currently not supported by QuantLib:
American and Bermudan exercise style, barriers, discrete dividends/storage costs.
The various types of asian options are described in Asian Option::Asian Type
The pricing methodology is specified in Model[Asian Option]