pagodaoption.hpp File Reference

Roofed Asian option on a number of assets. More...

#include <ql/instruments/multiassetoption.hpp>
#include <ql/time/date.hpp>
#include <vector>

Include dependency graph for pagodaoption.hpp:

Classes
class	PagodaOption
	Roofed Asian option on a number of assets. More...
class	PagodaOption::engine
	Pagoda-option engine base class More...

Namespaces
	QuantLib

Detailed Description

Roofed Asian option on a number of assets.