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PagodaPathPricer_old Class Reference#include <pagodapathpricer.hpp>
Inheritance diagram for PagodaPathPricer_old: ![]() Detailed Descriptionmultipath pricer for pagoda optionsA pagoda option is a multi-asset asian option with a cap (the pagoda "roof"). Given a portfolio of assets the payoff is the arithmetic average of the portfolio performance, with a maximum cap given by the roof.
The documentation for this class was generated from the following files:
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