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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_basket_option.html">BasketOption</a> </li>
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<div class="title">BasketOption::engine Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::BasketOption::engine" --><!-- doxytag: inherits="GenericEngine< BasketOption::arguments, BasketOption::results >" -->
<p>Basket-option engine base class
<a href="class_quant_lib_1_1_basket_option_1_1engine.html#details">More...</a></p>
<p><code>#include <ql/instruments/basketoption.hpp></code></p>
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Inheritance diagram for BasketOption::engine:</div>
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<map name="_basket_option_1_1engine_inherit__map" id="_basket_option_1_1engine_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html" title="MCLongstaffSchwartzEngine\< BasketOption::engine, MultiVariate, RNG \>" alt="" coords="661,5,1109,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_fd2d_black_scholes_vanilla_engine.html" title="Two dimensional finite-differences Black Scholes vanilla option engine." alt="" coords="781,58,989,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_kirk_engine.html" title="Pricing engine for spread option on two futures." alt="" coords="844,111,927,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_m_c_european_basket_engine.html" title="Pricing engine for European basket options using Monte Carlo simulation." alt="" coords="763,165,1008,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_stulz_engine.html" title="Pricing engine for 2D European Baskets." alt="" coords="840,218,931,249"/><area shape="rect" id="node2" href="class_quant_lib_1_1_generic_engine.html" title="GenericEngine\< BasketOption::arguments, BasketOption::results \>" alt="" coords="7,111,417,142"/></map>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Basket-option engine base class </p>
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