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Sourcecode: quantlib version File versions  Download package

multiassetoption.hpp File Reference

Detailed Description

Option on multiple assets.

Definition in file multiassetoption.hpp.

#include <ql/option.hpp>

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namespace  QuantLib


class  QuantLib::MultiAssetOption
 Base class for options on multiple assets. More...
class  QuantLib::MultiAssetOption::engine
class  QuantLib::MultiAssetOption::results
 Results from multi-asset option calculation More...

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