multiassetoption.hpp

Langue: en

Autres versions - même langue

Version: 378692 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/multiassetoption.hpp -

Option on multiple assets.

SYNOPSIS


#include <ql/option.hpp>

Classes


class MultiAssetOption
Base class for options on multiple assets.
class MultiAssetOption::results
Results from multi-asset option calculation

Detailed Description

Option on multiple assets.

Author

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