- QuantLib
- BasketOption
Basket option on a number of assets. More...
#include <ql/instruments/basketoption.hpp>
Classes | |
class | engine |
Basket-option engine base class More... | |
Public Member Functions | |
BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &) |
Basket option on a number of assets.