Basket option engines
[Pricing engines]


Classes

class  MCAmericanPathEngine
 least-square Monte Carlo engine More...
class  MCAmericanBasketEngine
 least-square Monte Carlo engine More...
class  MCEuropeanBasketEngine
 Pricing engine for European basket options using Monte Carlo simulation. More...
class  StulzEngine
 Pricing engine for 2D European Baskets. More...

Detailed Description