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... |