- QuantLib
- SpreadOption
 
Spread option on two assets. More...
#include <ql/experimental/exoticoptions/spreadoption.hpp>

| Classes | |
| class | engine | 
| Spread option engine base class  More... | |
| Public Member Functions | |
| SpreadOption (const boost::shared_ptr< PlainVanillaPayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) | |
Spread option on two assets.