Arguments for multi-asset option calculation More...
#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>
Inherits PricingEngine::arguments.
Public Member Functions | |
void | validate () const |
Public Attributes | |
ext::shared_ptr< PathPayoff > | payoff |
std::vector< Date > | fixingDates |
Arguments for multi-asset option calculation