QuantLib_PathMultiAssetOption_arguments (3) Linux Manual Page
QuantLib::PathMultiAssetOption::arguments – Arguments for multi-asset option calculation
Synopsis
#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>
Inherits QuantLib::PricingEngine::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< StochasticProcess > stochasticProcess
boost::shared_ptr< PathPayoff > payoff
std::vector< Date > fixingDates
Detailed Description
Arguments for multi-asset option calculation
Author
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