twoassetcorrelationoption.hpp File Reference

Two-asset correlation option. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/instruments/payoffs.hpp>

Go to the source code of this file.

Classes
class	TwoAssetCorrelationOption
class	TwoAssetCorrelationOption::arguments
class	TwoAssetCorrelationOption::engine

Namespaces
namespace	QuantLib

Detailed Description

Two-asset correlation option.

Definition in file twoassetcorrelationoption.hpp.