BasketOption Class Reference
[Financial instruments]
#include <ql/instruments/basketoption.hpp>
Inheritance diagram for BasketOption:

Detailed Description
Basket option on a number of assets.
Public Member Functions | |
BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &) | |
Classes | |
class | engine |
Basket-option engine base class More... |