QuantLib_PathMultiAssetOption_arguments (3) - Linux Manuals

QuantLib_PathMultiAssetOption_arguments: Arguments for multi-asset option calculation

NAME

QuantLib::PathMultiAssetOption::arguments - Arguments for multi-asset option calculation

SYNOPSIS


#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits QuantLib::PricingEngine::arguments.

Public Member Functions


void validate () const

Public Attributes


boost::shared_ptr< StochasticProcess > stochasticProcess

boost::shared_ptr< PathPayoff > payoff

std::vector< Date > fixingDates

Detailed Description

Arguments for multi-asset option calculation

Author

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