Rechercher une page de manuel
basketoption.hpp
Langue: en
Version: 157203 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/basketoption.hpp - Basket option on a number of assets.SYNOPSIS
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
#include <ql/math/array.hpp>
Classes
class BasketOption
Basket option on a number of assets.
class BasketOption::engine
Basket-option engine base class
Detailed Description
Basket option on a number of assets.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre