QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Option on multiple assets. More...
#include <ql/option.hpp>
Go to the source code of this file.
Classes | |
class | MultiAssetOption |
Base class for options on multiple assets. More... | |
class | MultiAssetOption::results |
Results from multi-asset option calculation More... | |
class | MultiAssetOption::engine |
Namespaces | |
namespace | QuantLib |
Option on multiple assets.
Definition in file multiassetoption.hpp.