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multiassetoption.hpp File Reference

Option on multiple assets. More...

#include <ql/option.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/Math/matrix.hpp>
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class  QuantLib::MultiAssetOption::arguments
 Arguments for multi-asset option calculation More...
class  QuantLib::MultiAssetOption
 Base class for options on multiple assets. More...
class  QuantLib::MultiAssetOption::results
 Results from multi-asset option calculation More...

Detailed Description

Option on multiple assets.

Definition in file multiassetoption.hpp.

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