QuantLib_SpreadOption man page

SpreadOption — Spread option on two assets.  

Synopsis

#include <ql/experimental/exoticoptions/spreadoption.hpp>

Inherits MultiAssetOption.

Classes

class engine
Spread option engine base class

Public Member Functions

SpreadOption (const boost::shared_ptr< PlainVanillaPayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)

Additional Inherited Members

Detailed Description

Spread option on two assets.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page SpreadOption(3) is an alias of QuantLib_SpreadOption(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib