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basketoption.hpp
Langue: en
Version: 376167 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/basketoption.hpp -Basket option on a number of assets.
SYNOPSIS
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
#include <ql/math/array.hpp>
Classes
class BasketOption
Basket option on a number of assets.
class BasketOption::engine
Basket-option engine base class
Detailed Description
Basket option on a number of assets.
Author
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