26#ifndef quantlib_multiasset_option_hpp
27#define quantlib_multiasset_option_hpp
39 const ext::shared_ptr<Exercise>&);
75 MultiAssetOption::results> {};
template base class for option pricing engines
additional option results
Results from multi-asset option calculation
Base class for options on multiple assets.
void setupArguments(PricingEngine::arguments *) const override
bool isExpired() const override
returns whether the instrument might have value greater than zero.
void setupExpired() const override
void fetchResults(const PricingEngine::results *) const override