QuantLib_BasketOption (3) Linux Manual Page

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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