BasketOption Class Reference
[Financial instruments]

#include <ql/instruments/basketoption.hpp>

Inheritance diagram for BasketOption:

Inheritance graph
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List of all members.

Detailed Description

Basket option on a number of assets.

Todo:
Replace with STL algorithms


Public Member Functions

 BasketOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())
void setupArguments (PricingEngine::arguments *) const

Classes

class  arguments
 Arguments for basket option calculation More...
class  engine
 Basket-option engine base class More...