margrabeoption.hpp File Reference

Margrabe option on two assets. More...

#include <ql/instruments/multiassetoption.hpp>

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Classes
class	MargrabeOption
	Margrabe option on two assets. More...
class	MargrabeOption::arguments
	Extra arguments for Margrabe option. More...
class	MargrabeOption::results
	Extra results for Margrabe option. More...
class	MargrabeOption::engine
	Margrabe option engine base class More...

Namespaces
namespace	QuantLib

Detailed Description

Margrabe option on two assets.

Definition in file margrabeoption.hpp.