Basket option on a number of assets. More...
#include <ql/instruments/payoffs.hpp>#include <ql/instruments/multiassetoption.hpp>#include <ql/math/array.hpp>
Classes | |
| class | BasketOption |
| Basket option on a number of assets. More... | |
| class | BasketOption::engine |
| Basket-option engine base class More... | |
Basket option on a number of assets.