![]() QuantLib 0.3.11Getting startedReference manual |
Basket option engines
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Classes | |
class | MCAmericanBasketEngine |
least-square Monte Carlo engine More... | |
class | MCBasketEngine |
Pricing engine for basket options using Monte Carlo simulation. More... | |
class | StulzEngine |
Pricing engine for 2D European Baskets. More... |
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