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...