- QuantLib
- BasketOption
 
Basket option on a number of assets. More...
#include <ql/instruments/basketoption.hpp>

| Classes | |
| class | engine | 
| Basket-option engine base class  More... | |
| Public Member Functions | |
| BasketOption (const boost::shared_ptr< BasketPayoff > &, const boost::shared_ptr< Exercise > &) | |
Basket option on a number of assets.