basketoption.hpp File Reference

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

#include <ql/instruments/multiassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/math/array.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	BasketPayoff
class	MinBasketPayoff
class	MaxBasketPayoff
class	AverageBasketPayoff
class	SpreadBasketPayoff
class	BasketOption
	Basket option on a number of assets. More...
class	BasketOption::engine
	Basket-option engine base class More...

Namespaces
namespace	QuantLib

Detailed Description

Basket option on a number of assets.

Definition in file basketoption.hpp.