QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Basket option on a number of assets.
Definition in file basketoption.hpp.