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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html">PathMultiAssetOption</a> </li>
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<div class="title">PathMultiAssetOption Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::PathMultiAssetOption" --><!-- doxytag: inherits="QuantLib::Instrument" -->
<p>Base class for path-dependent options on multiple assets.
<a href="class_quant_lib_1_1_path_multi_asset_option.html#details">More...</a></p>
<p><code>#include <ql/experimental/mcbasket/pathmultiassetoption.hpp></code></p>
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Inheritance diagram for PathMultiAssetOption:</div>
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<div class="center"><img src="class_quant_lib_1_1_path_multi_asset_option__inherit__graph.png" border="0" usemap="#_path_multi_asset_option_inherit__map" alt="Inheritance graph"/></div>
<map name="_path_multi_asset_option_inherit__map" id="_path_multi_asset_option_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="37,6,120,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_path_multi_asset_option-members.html">List of all members.</a></p>
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Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for multi-asset option calculation <a href="class_quant_lib_1_1_path_multi_asset_option_1_1arguments.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option_1_1results.html">results</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Results from multi-asset option calculation <a href="class_quant_lib_1_1_path_multi_asset_option_1_1results.html#details">More...</a><br/></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9976ee9f3c76512bc22c86f56c67f092"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::PathMultiAssetOption" ref="a9976ee9f3c76512bc22c86f56c67f092" args="(const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())" -->
 </td><td class="memItemRight" valign="bottom"><b>PathMultiAssetOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> >())</td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
Instrument interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::isExpired" ref="a274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3762cf1ede25044eb5380658e479a49f"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::pathPayoff" ref="a3762cf1ede25044eb5380658e479a49f" args="() const =0" -->
virtual boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_path_payoff.html">PathPayoff</a> > </td><td class="memItemRight" valign="bottom"><b>pathPayoff</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1aa73071c45512677295c1e059e47060"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::fixingDates" ref="a1aa73071c45512677295c1e059e47060" args="() const =0" -->
virtual std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>fixingDates</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#a1ea01b653cd3880c3e5d8bc34af412d3">setupExpired</a> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base class for path-dependent options on multiple assets. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#aad6958108bfaef12bc4ccd6b3d7a7231">Instrument</a>.</p>
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<a class="anchor" id="a1ea01b653cd3880c3e5d8bc34af412d3"></a><!-- doxytag: member="QuantLib::PathMultiAssetOption::setupExpired" ref="a1ea01b653cd3880c3e5d8bc34af412d3" args="() const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#a1ea01b653cd3880c3e5d8bc34af412d3">setupExpired</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
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<p>This method must leave the instrument in a consistent state when the expiration condition is met. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a1ea01b653cd3880c3e5d8bc34af412d3">Instrument</a>.</p>
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