QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
himalayaoption.hpp File Reference

Himalaya option on a number of assets. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>

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Classes

class  HimalayaOption
 Himalaya option. More...
 
class  HimalayaOption::arguments
 
class  HimalayaOption::results
 
class  HimalayaOption::engine
 

Namespaces

namespace  QuantLib
 

Detailed Description

Himalaya option on a number of assets.

Definition in file himalayaoption.hpp.