PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

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

Inherits PricingEngine::arguments.

List of all members.

Public Member Functions
void	validate () const
Public Attributes
boost::shared_ptr< PathPayoff >	payoff
std::vector< Date >	fixingDates

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Detailed Description

Arguments for multi-asset option calculation