multiassetoption.hpp File Reference

Option on multiple assets. More...

#include <ql/option.hpp>

Go to the source code of this file.

Classes
class	MultiAssetOption
	Base class for options on multiple assets. More...
class	MultiAssetOption::results
	Results from multi-asset option calculation More...
class	MultiAssetOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Option on multiple assets.

Definition in file multiassetoption.hpp.