ql/pricingengines/basket/stulzengine.hpp File Reference
Detailed Description
2D European Basket formulae, due to Stulz (1982)
#include <ql/instruments/basketoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for stulzengine.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | StulzEngine |
| Pricing engine for 2D European Baskets. More... | |