Margrabe option on two assets. More...
#include <ql/instruments/multiassetoption.hpp>
Classes | |
| class | MargrabeOption |
| Margrabe option on two assets. More... | |
| class | MargrabeOption::arguments |
| Extra arguments for Margrabe option. More... | |
| class | MargrabeOption::results |
| Extra results for Margrabe option. More... | |
| class | MargrabeOption::engine |
| Margrabe option engine base class More... | |
Margrabe option on two assets.