2D European Basket formulae, due to Stulz (1982) More...
#include <ql/instruments/basketoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes | |
class | StulzEngine |
Pricing engine for 2D European Baskets. More... |
2D European Basket formulae, due to Stulz (1982)