BasketOption (3) Linux Manual Page

ql/instruments/basketoption.hpp – Basket option on a number of assets.

Synopsis

#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.
class engine
Basket-option engine base class

Detailed Description

Basket option on a number of assets.

Author

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