Option on multiple assets. More...
#include <ql/instrument.hpp>#include <ql/stochasticprocess.hpp>#include <ql/math/matrix.hpp>#include <ql/experimental/mcbasket/pathpayoff.hpp>
Classes | |
| class | PathMultiAssetOption |
| Base class for path-dependent options on multiple assets. More... | |
| class | PathMultiAssetOption::arguments |
| Arguments for multi-asset option calculation More... | |
| class | PathMultiAssetOption::results |
| Results from multi-asset option calculation More... | |
Option on multiple assets.