BasketOption Class Reference
[Financial instruments]
Basket option on a number of assets.
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#include <ql/instruments/basketoption.hpp>
Inheritance diagram for BasketOption:

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.