QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
mcbasket Directory Reference

Files

file  adaptedpathpayoff.hpp
 Adapted Option payoff classes.
 
file  longstaffschwartzmultipathpricer.hpp
 
file  mcamericanpathengine.hpp
 
file  mclongstaffschwartzpathengine.hpp
 
file  mcpathbasketengine.hpp
 Path-dependent European basket MC engine.
 
file  pathmultiassetoption.hpp
 Option on multiple assets.
 
file  pathpayoff.hpp
 Option payoff classes.