ql/experimental/mcbasket/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>

Include dependency graph for pathmultiassetoption.hpp:


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...

Detailed Description

Option on multiple assets.