QuantLib_BasketOption_engine

Langue: en

Autres versions - même langue

Version: 381022 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BasketOption::engine -

Basket-option engine base class

SYNOPSIS


#include <ql/instruments/basketoption.hpp>

Inherits GenericEngine< BasketOption::arguments, BasketOption::results >.

Inherited by MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, RNG >, MCEuropeanBasketEngine< RNG, S >, and StulzEngine.

Detailed Description

Basket-option engine base class

Author

Generated automatically by Doxygen for QuantLib from the source code.