1Basket option engines(3) QuantLib Basket option engines(3)
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NAME
6Basket option engines -
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Detailed Description
9Classes
10class MCAmericanBasketEngine
11least-square Monte Carlo engine
12class MCBasketEngine
13Pricing engine for basket options using Monte Carlo simulation.
14class StulzEngine
15Pricing engine for 2D European Baskets.
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Version 0.8.1 29 Oct 2007 Basket option engines(3)