QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Public Attributes | List of all members
PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const
 

Public Attributes

boost::shared_ptr< PathPayoffpayoff
 
std::vector< DatefixingDates
 

Detailed Description

Arguments for multi-asset option calculation