ql/experimental/mcbasket/pathmultiassetoption.hpp File Reference
Option on multiple assets. More...
#include <ql/instrument.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/math/matrix.hpp>
#include <ql/experimental/mcbasket/pathpayoff.hpp>
Include dependency graph for pathmultiassetoption.hpp:

Classes | |
| class | PathMultiAssetOption |
| Base class for path-dependent options on multiple assets. More... | |
| class | PathMultiAssetOption::arguments |
| Arguments for multi-asset option calculation More... | |
| class | PathMultiAssetOption::results |
| Results from multi-asset option calculation More... | |
Detailed Description
Option on multiple assets.