ql/Instruments/multiassetoption.hpp File Reference
Detailed Description
Option on multiple assets.
#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/Math/matrix.hpp>
Include dependency graph for multiassetoption.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | MultiAssetOption |
| Base class for options on multiple assets. More... | |
| class | MultiAssetOption::arguments |
| Arguments for multi-asset option calculation More... | |
| class | MultiAssetOption::results |
| Results from multi-asset option calculation More... | |