Roofed Asian option on a number of assets. More...
#include <ql/instruments/multiassetoption.hpp>#include <ql/time/date.hpp>#include <vector>
Classes | |
| class | PagodaOption |
| Roofed Asian option on a number of assets. More... | |
| class | PagodaOption::engine |
| Pagoda-option engine base class More... | |
Roofed Asian option on a number of assets.