ql/experimental/exoticoptions/pagodaoption.hpp File Reference
Roofed Asian option on a number of assets. More...
#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>
Include dependency graph for pagodaoption.hpp:

Classes | |
class | PagodaOption |
Roofed Asian option on a number of assets. More... | |
class | PagodaOption::engine |
Pagoda-option engine base class More... |
Detailed Description
Roofed Asian option on a number of assets.