stulzengine.hpp File Reference

2D European Basket formulae, due to Stulz (1982) More...

#include <ql/instruments/basketoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	StulzEngine
	Pricing engine for 2D European Baskets. More...

Namespaces
namespace	QuantLib

Detailed Description

2D European Basket formulae, due to Stulz (1982)

Definition in file stulzengine.hpp.