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pagodaoption.hpp
Langue: en
Version: 172873 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/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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