Rechercher une page de manuel
himalayaoption.hpp
Langue: en
Version: 383520 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre