pathmultiassetoption.hpp File Reference

Option on multiple assets. More...

#include <ql/instrument.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/math/matrix.hpp>
#include <ql/experimental/mcbasket/pathpayoff.hpp>

Go to the source code of this file.

Classes
class	PathMultiAssetOption
	Base class for path-dependent options on multiple assets. More...
class	PathMultiAssetOption::arguments
	Arguments for multi-asset option calculation More...
class	PathMultiAssetOption::results
	Results from multi-asset option calculation More...
class	PathMultiAssetOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Option on multiple assets.

Definition in file pathmultiassetoption.hpp.