QuantLib_PathMultiAssetOption_arguments

Langue: en

Autres versions - même langue

Version: 381059 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::PathMultiAssetOption::arguments -

Arguments for multi-asset option calculation

SYNOPSIS


#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits QuantLib::PricingEngine::arguments.

Public Member Functions


void validate () const

Public Attributes


boost::shared_ptr< PathPayoff > payoff

std::vector< Date > fixingDates

Detailed Description

Arguments for multi-asset option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.