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

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

Fri Sep 23 2016 Version 1.8.1 QuantLib