![]() QuantLib 0.3.3User manualIntroduction to QuantLibQuantLib componentsReference manual |
McPagoda Class Reference#include <mcpagoda.hpp>
Inheritance diagram for McPagoda: ![]() Detailed Descriptionroofed Asian optionGiven a certain portfolio of assets at the end of the period it is returned the minimum of a given roof and a certain fraction of the positive portfolio performance. If the performance of the portfolio is below then the payoff is null.
The documentation for this class was generated from the following files:
|
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |