BasketOption Class Reference
[Financial instruments]

Basket option on a number of assets. More...

#include <ql/instruments/basketoption.hpp>

Inheritance diagram for BasketOption:

List of all members.

Classes

class  engine
 Basket-option engine base class More...

Public Member Functions

 BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &)


Detailed Description

Basket option on a number of assets.