PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

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

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

boost::shared_ptr< PathPayoffpayoff
 
std::vector< DatefixingDates
 

Detailed Description

Arguments for multi-asset option calculation