24#ifndef quantlib_himalaya_option_hpp
25#define quantlib_himalaya_option_hpp
27#include <ql/instruments/multiassetoption.hpp>
28#include <ql/time/date.hpp>
68 HimalayaOption::results> {};
template base class for option pricing engines
std::vector< Date > fixingDates
void validate() const override
void setupArguments(PricingEngine::arguments *) const override
std::vector< Date > fixingDates_
Results from multi-asset option calculation
Base class for options on multiple assets.