QuantLib_PathMultiAssetOption_arguments man page

PathMultiAssetOption::arguments — Arguments for multi-asset option calculation  

Synopsis

#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< PathPayoff > payoff
std::vector< Date > fixingDates

Detailed Description

Arguments for multi-asset option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib