QuantLib_BasketOption

Langue: en

Autres versions - même langue

Version: 376089 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BasketOption -

Basket option on a number of assets.

SYNOPSIS


#include <ql/instruments/basketoption.hpp>

Inherits QuantLib::MultiAssetOption.

Classes


class engine
Basket-option engine base class

Public Member Functions


BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &)

Detailed Description

Basket option on a number of assets.

Author

Generated automatically by Doxygen for QuantLib from the source code.