pagodaoption (3) - Linux Manuals

pagodaoption: Roofed Asian option on a number of assets.

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 engine
Pagoda-option engine base class

Detailed Description

Roofed Asian option on a number of assets.

Author

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