multiassetoption.hpp File Reference

Option on multiple assets. More...

#include <ql/option.hpp>
Include dependency graph for multiassetoption.hpp:

Classes

class  MultiAssetOption
 Base class for options on multiple assets. More...
 
class  MultiAssetOption::results
 Results from multi-asset option calculation More...
 

Namespaces

 QuantLib
 

Detailed Description

Option on multiple assets.