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

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

#include <ql/instruments/multiassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/math/array.hpp>
#include <utility>

Go to the source code of this file.

Classes

class  BasketPayoff
 
class  MinBasketPayoff
 
class  MaxBasketPayoff
 
class  AverageBasketPayoff
 
class  SpreadBasketPayoff
 
class  BasketOption
 Basket option on a number of assets. More...
 
class  BasketOption::engine
 Basket-option engine base class More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Basket option on a number of assets.

Definition in file basketoption.hpp.