multi.hpp File Reference

#include <cstdint>
#include <vector>

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Classes
struct	quant::multi::BasketMcParams
struct	quant::multi::McStat
struct	quant::multi::MertonParams

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::multi
	Multi-asset MC pricing: basket and jump-diffusion.

Functions
McStat	quant::multi::basket_european_call_mc (const BasketMcParams &p)
McStat	quant::multi::merton_call_mc (const MertonParams &p)