 
Option on multiple assets. More...
#include <ql/instrument.hpp>#include <ql/stochasticprocess.hpp>#include <ql/math/matrix.hpp>#include <ql/experimental/mcbasket/pathpayoff.hpp>
| Classes | |
| class | PathMultiAssetOption | 
| Base class for path-dependent options on multiple assets.  More... | |
| class | PathMultiAssetOption::arguments | 
| Arguments for multi-asset option calculation  More... | |
| class | PathMultiAssetOption::results | 
| Results from multi-asset option calculation  More... | |
Option on multiple assets.