QuantLib_BasketOption man page

BasketOption — Basket option on a number of assets.  


#include <ql/instruments/basketoption.hpp>

Inherits MultiAssetOption.


class engine
Basket-option engine base class

Public Member Functions

BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &)

Additional Inherited Members

Detailed Description

Basket option on a number of assets.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page BasketOption(3) is an alias of QuantLib_BasketOption(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib