QuantLib 0.3.7
Getting started
Reference manual
Basket option engines
[Pricing engines]
Classes | |
| class | MCAmericanBasketEngine |
| least-square Monte Carlo engine More... | |
| class | MCBasketEngine |
| MC pricing engine for European baskets. More... | |
| class | StulzEngine |
| Pricing engine for 2D European Baskets. More... | |
