himalayaoption.hpp File Reference

Himalaya option on a number of assets. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	HimalayaOption
	Himalaya option. More...
class	HimalayaOption::arguments
class	HimalayaOption::results
class	HimalayaOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Himalaya option on a number of assets.

Definition in file himalayaoption.hpp.