spreadoption.hpp File Reference

Spread option on two assets. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/instruments/payoffs.hpp>

Go to the source code of this file.

Classes
class	SpreadOption
class	SpreadOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Spread option on two assets.

Definition in file spreadoption.hpp.