analytictwoassetcorrelationengine.hpp File Reference

Analytic engine for two-asset correlation options. More...

#include <ql/experimental/exoticoptions/twoassetcorrelationoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	AnalyticTwoAssetCorrelationEngine
	Analytic two-asset correlation option engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for two-asset correlation options.

Definition in file analytictwoassetcorrelationengine.hpp.