QuantLib_SpreadOption man page

SpreadOption — Spread option on two assets.


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

Inherits MultiAssetOption.


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.


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Referenced By

SpreadOption(3) is an alias of QuantLib_SpreadOption(3).

QuantLib Version 1.8.1 Fri Sep 23 2016