Barrier option on two assets. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>
Classes | |
class | TwoAssetBarrierOption |
Barrier option on two assets More... | |
class | TwoAssetBarrierOption::arguments |
Arguments for two-asset barrier option calculation More... | |
class | TwoAssetBarrierOption::engine |
Two-asset barrier-option engine base class More... | |
Namespaces | |
QuantLib | |
Barrier option on two assets.