BasketOption Class Reference
[Financial instruments]
#include <ql/instruments/basketoption.hpp>
Inheritance diagram for BasketOption:

Detailed Description
Basket option on a number of assets.
- Todo:
- Replace with STL algorithms
Public Member Functions | |
| BasketOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
| void | setupArguments (PricingEngine::arguments *) const |
Classes | |
| class | arguments |
| Arguments for basket option calculation More... | |
| class | engine |
| Basket-option engine base class More... | |