pathmultiassetoption.hpp File Reference

Option on multiple assets. More...

Include dependency graph for pathmultiassetoption.hpp:

Classes

class  PathMultiAssetOption
 Base class for path-dependent options on multiple assets. More...
 
class  PathMultiAssetOption::arguments
 Arguments for multi-asset option calculation More...
 
class  PathMultiAssetOption::results
 Results from multi-asset option calculation More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Option on multiple assets.