QuantLib_BasketOption (3) - Linux Manuals
QuantLib_BasketOption: Basket option on a number of assets.
NAME
QuantLib::BasketOption - Basket option on a number of assets.
SYNOPSIS
#include <ql/instruments/basketoption.hpp>
Inherits QuantLib::MultiAssetOption.
Classes
class engine
Basket-option engine base class
Public Member Functions
BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &)
Detailed Description
Basket option on a number of assets.
Author
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