ql/pricingengines/basket/stulzengine.hpp File Reference


Detailed Description

2D European Basket formulae, due to Stulz (1982)

#include <ql/instruments/basketoption.hpp>

Include dependency graph for stulzengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  StulzEngine
 Pricing engine for 2D European Baskets. More...