mcamericanbasketengine.hpp File Reference

Least-square Monte Carlo engines. More...

#include <ql/exercise.hpp>
#include <ql/functional.hpp>
#include <ql/instruments/basketoption.hpp>
#include <ql/methods/montecarlo/lsmbasissystem.hpp>
#include <ql/pricingengines/mclongstaffschwartzengine.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/stochasticprocessarray.hpp>
#include <ql/qldefines.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	MCAmericanBasketEngine< RNG >
	least-square Monte Carlo engine More...
class	MakeMCAmericanBasketEngine< RNG >
	Monte Carlo American basket-option engine factory. More...
class	AmericanBasketPathPricer

Namespaces
namespace	QuantLib

Detailed Description

Least-square Monte Carlo engines.

Definition in file mcamericanbasketengine.hpp.