Logo Search packages:      
Sourcecode: quantlib version File versions

mcmaxbasket.hpp File Reference


Detailed Description

Max-basket Monte Carlo pricer.

Definition in file mcmaxbasket.hpp.

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::McMaxBasket
 Max-basket Monte Carlo pricer. More...


Generated by  Doxygen 1.6.0   Back to index