basketoption.hpp File Reference

Basket option on a number of assets. More...

Include dependency graph for basketoption.hpp:

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

Basket option on a number of assets.