choibasketengine.hpp File Reference

Jaehyuk Choi: Sum of all Black-Scholes-Merton Models. More...

#include <ql/instruments/basketoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	ChoiBasketEngine
	Pricing engine for basket option on multiple underlyings. More...

Namespaces
namespace	QuantLib

Detailed Description

Jaehyuk Choi: Sum of all Black-Scholes-Merton Models.

Definition in file choibasketengine.hpp.