pagodaoption.hpp File Reference

Roofed Asian option on a number of assets. More...

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

Classes

class  PagodaOption
 Roofed Asian option on a number of assets. More...
 
class  PagodaOption::engine
 Pagoda-option engine base class More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Roofed Asian option on a number of assets.