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QuantLib_BasketOption_engine
Langue: en
Version: 381022 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::BasketOption::engine -Basket-option engine base class
SYNOPSIS
#include <ql/instruments/basketoption.hpp>
Inherits GenericEngine< BasketOption::arguments, BasketOption::results >.
Inherited by MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, RNG >, MCEuropeanBasketEngine< RNG, S >, and StulzEngine.
Detailed Description
Basket-option engine base class
Author
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