himalayaoption.hpp

Langue: en

Autres versions - même langue

Version: 383520 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/exoticoptions/himalayaoption.hpp -

Himalaya option on a number of assets.

SYNOPSIS


#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>

Classes


class HimalayaOption
Himalaya option.

Detailed Description

Himalaya option on a number of assets.

Author

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