Margrabe option on two assets. More...
#include <ql/instruments/multiassetoption.hpp>
Classes | |
class | MargrabeOption |
Margrabe option on two assets. More... | |
class | MargrabeOption::arguments |
Extra arguments for Margrabe option. More... | |
class | MargrabeOption::results |
Extra results for Margrabe option. More... | |
class | MargrabeOption::engine |
Margrabe option engine base class More... | |
Namespaces | |
namespace | QuantLib |
Margrabe option on two assets.