- 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.