1Basket option engines(3)           QuantLib           Basket option engines(3)
2
3
4

NAME

6       Basket option engines -
7

Detailed Description

9   Classes
10       class MCAmericanBasketEngine
11           least-square Monte Carlo engine
12       class MCBasketEngine
13           Pricing engine for basket options using Monte Carlo simulation.
14       class StulzEngine
15           Pricing engine for 2D European Baskets.
16
17
18
19Version 0.8.1                     29 Oct 2007         Basket option engines(3)