ql/legacy/pricers/mcmaxbasket.hpp File Reference


Detailed Description

Max-basket Monte Carlo pricer.

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Include dependency graph for mcmaxbasket.hpp:


Namespaces

namespace  QuantLib

Classes

class  McMaxBasket
 Max-basket Monte Carlo pricer. More...