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Public Member Functions | Public Attributes

QuantLib::BasketOption::arguments Class Reference

Arguments for basket option calculation More...

#include <basketoption.hpp>

Inheritance diagram for QuantLib::BasketOption::arguments:
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Collaboration diagram for QuantLib::BasketOption::arguments:
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List of all members.

Public Member Functions

void validate () const

Public Attributes

BasketType basketType
boost::shared_ptr< Exerciseexercise
boost::shared_ptr< Payoffpayoff
< StochasticProcess
std::vector< Time > stoppingTimes

Detailed Description

Arguments for basket option calculation

Definition at line 51 of file basketoption.hpp.

The documentation for this class was generated from the following files:

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