pagodaoption.hpp

Langue: en

Autres versions - même langue

Version: 384115 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/exoticoptions/pagodaoption.hpp -

Roofed Asian option on a number of assets.

SYNOPSIS


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

Classes


class PagodaOption
Roofed Asian option on a number of assets.
class PagodaOption::engine
Pagoda-option engine base class

Detailed Description

Roofed Asian option on a number of assets.

Author

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