QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

MultiAssetOption::arguments Class Reference #include <ql/Instruments/multiassetoption.hpp> Inheritance diagram for MultiAssetOption::arguments: [legend]List of all members. Detailed Description Arguments for multi-asset option calculation Public Member Functions void  validate () const Public Attributes boost::shared_ptr< StochasticProcess >  stochasticProcess

---

QuantLib.org

Hosted by

Documentation generated by