QuantLib: PathMultiAssetOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

`#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>`

Inherits PricingEngine::arguments.

## Public Member Functions
void | validate () const

## Public Attributes
boost::shared_ptr< PathPayoff > | payoff
std::vector< Date > | fixingDates

## Detailed Description

Arguments for multi-asset option calculation