PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>

Inherits PricingEngine::arguments.

Public Member Functions
void	validate () const
Public Member Functions inherited from PricingEngine::arguments
virtual void	validate () const =0

Public Attributes
boost::shared_ptr< PathPayoff >	payoff
std::vector< Date >	fixingDates

Detailed Description

Arguments for multi-asset option calculation