BasketOption Class Reference
[Financial instruments]
#include <ql/Instruments/basketoption.hpp>
Inheritance diagram for BasketOption:

Detailed Description
Basket option on a number of assets.
Public Types | |
| enum | BasketType { Min, Max } |
Public Member Functions | |
| BasketOption (const BasketType basketType, const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< PlainVanillaPayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
| void | setupArguments (Arguments *) const |
Classes | |
| class | arguments |
| Arguments for basket option calculation More... | |
| class | engine |
| Basket option engine base class More... | |
Member Function Documentation
| void setupArguments | ( | Arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from MultiAssetOption.