Basket option on a number of assets. More...
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
#include <ql/math/array.hpp>
Classes | |
class | BasketOption |
Basket option on a number of assets. More... | |
class | BasketOption::engine |
Basket-option engine base class More... | |
Namespaces | |
namespace | QuantLib |
Basket option on a number of assets.