himalayaoption.hpp File Reference

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

#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>
Include dependency graph for himalayaoption.hpp:

Classes

class  HimalayaOption
 Himalaya option. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Himalaya option on a number of assets.