QuantLib: ql/pricingengines/basket Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

basket Directory Reference

## Files
file | fd2dblackscholesvanillaengine.hpp
| Finite-Differences 2 dim Black Scholes vanilla option engine.
file | kirkengine.hpp
| kirk formulae, due to Kirk (1995)
file | mcamericanbasketengine.hpp
| Least-square Monte Carlo engines.
file | mceuropeanbasketengine.hpp
| European basket MC Engine.
file | stulzengine.hpp
| 2D European Basket formulae, due to Stulz (1982)