ql/instruments/multiassetoption.hpp File Reference
Detailed Description
Option on multiple assets.
#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/math/matrix.hpp>
Include dependency graph for multiassetoption.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | MultiAssetOption |
Base class for options on multiple assets. More... | |
class | MultiAssetOption::arguments |
Arguments for multi-asset option calculation More... | |
class | MultiAssetOption::results |
Results from multi-asset option calculation More... |