ql/instruments/pagodaoption.hpp File Reference

Roofed Asian option on a number of assets. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>

Include dependency graph for pagodaoption.hpp:


Classes

class  PagodaOption
 Roofed Asian option on a number of assets. More...
class  PagodaOption::engine
 Pagoda-option engine base class More...

Detailed Description

Roofed Asian option on a number of assets.