ql/pricingengines/basket/stulzengine.hpp File Reference

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

Include dependency graph for stulzengine.hpp:

Classes

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

Detailed Description

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