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

BasketOption(3) is an alias of QuantLib_BasketOption(3).

QuantLib Version 1.8.1 Fri Sep 23 2016