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Sourcecode: quantlib version File versions

basketoption.hpp File Reference

Detailed Description

Basket option on a number of assets.

Definition in file basketoption.hpp.

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

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::BasketOption
 Basket option on a number of assets. More...
class  QuantLib::BasketOption::arguments
 Arguments for basket option calculation More...
class  QuantLib::BasketOption::engine
 Basket option engine base class More...

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