ql/instruments/basketoption.hpp File Reference
Basket option on a number of assets. More...
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/multiassetoption.hpp>
#include <ql/math/array.hpp>
Include dependency graph for basketoption.hpp:

Classes | |
| class | BasketOption |
| Basket option on a number of assets. More... | |
| class | BasketOption::engine |
| Basket-option engine base class More... | |
Detailed Description
Basket option on a number of assets.