Basket option engines
[Pricing engines]
Classes | |
| class | MCAmericanPathEngine |
| least-square Monte Carlo engine More... | |
| class | MCAmericanBasketEngine |
| least-square Monte Carlo engine More... | |
| class | MCEuropeanBasketEngine |
| Pricing engine for European basket options using Monte Carlo simulation. More... | |
| class | StulzEngine |
| Pricing engine for 2D European Baskets. More... | |