basketoption (3) - Linux Manuals

basketoption: Basket option on a number of assets.

NAME

ql/instruments/basketoption.hpp - Basket option on a number of assets.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
#include <ql/math/array.hpp>

Classes

class BasketOption
Basket option on a number of assets.
class engine
Basket-option engine base class

Detailed Description

Basket option on a number of assets.

Author

Generated automatically by Doxygen for QuantLib from the source code.