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...