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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2003 Neil Firth

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file Instruments/basketoption.hpp
    \brief Basket option on a number of assets

#ifndef quantlib_basket_option_hpp
#define quantlib_basket_option_hpp

#include <ql/Instruments/payoffs.hpp>
#include <ql/Instruments/multiassetoption.hpp>

namespace QuantLib {

    //! Basket option on a number of assets
    /*! \ingroup instruments */
00034     class BasketOption : public MultiAssetOption {
        class arguments;
        class engine;
        enum BasketType { Min, Max };
               const BasketType basketType,
               const std::vector<boost::shared_ptr<StochasticProcess> >&
               const boost::shared_ptr<PlainVanillaPayoff>& payoff,
               const boost::shared_ptr<Exercise>& exercise,
               const Matrix& correlation,
               const boost::shared_ptr<PricingEngine>& engine =

        void setupArguments(Arguments*) const;
        BasketType basketType_;

    //! %Arguments for basket option calculation
00055     class BasketOption::arguments : public MultiAssetOption::arguments {
        arguments() {}
        void validate() const;
        BasketType basketType;

    //! %Basket option engine base class
00064     class BasketOption::engine
        : public GenericEngine<BasketOption::arguments,
                               BasketOption::results> {};



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