PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits QuantLib::PricingEngine::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr
< StochasticProcess
stochasticProcess
boost::shared_ptr< PathPayoffpayoff
std::vector< DatefixingDates


Detailed Description

Arguments for multi-asset option calculation