QuantLib_BasketOption_engine man page

BasketOption::engine — Basket-option engine base class

Synopsis

#include <ql/instruments/basketoption.hpp>

Inherits GenericEngine< BasketOption::arguments, BasketOption::results >.

Inherited by MCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, RNG >, Fd2dBlackScholesVanillaEngine, KirkEngine, MCEuropeanBasketEngine< RNG, S >, and StulzEngine.

Additional Inherited Members

Detailed Description

Basket-option engine base class

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib