ql/instruments/basketoption.hpp File Reference
Detailed Description
Basket option on a number of assets.
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
Include dependency graph for basketoption.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BasketOption |
Basket option on a number of assets. More... | |
class | BasketOption::arguments |
Arguments for basket option calculation More... | |
class | BasketOption::engine |
Basket-option engine base class More... |