Basket option engines

### A free/open-source library for quantitative finance

Classes
Basket option engines
Pricing engines

## Classes
class | MCAmericanPathEngine< RNG >
| least-square Monte Carlo engine More...
class | Fd2dBlackScholesVanillaEngine
| Two dimensional finite-differences Black Scholes vanilla option engine. More...
class | KirkEngine
| Pricing engine for spread option on two futures. More...
class | MCAmericanBasketEngine< RNG >
| least-square Monte Carlo engine More...
class | MCEuropeanBasketEngine< RNG, S >
| Pricing engine for European basket options using Monte Carlo simulation. More...
class | StulzEngine
| Pricing engine for 2D European Baskets. More...