ql/MonteCarlo/basketpathpricer.hpp File Reference


Detailed Description

multipath pricer for European-type basket option

#include <ql/MonteCarlo/pathpricer.hpp>
#include <ql/MonteCarlo/multipath.hpp>
#include <ql/payoff.hpp>

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Namespaces

namespace  QuantLib
namespace  QuantLib::MonteCarlo

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