SpreadOption Class Reference

Spread option on two assets. More...

#include <ql/experimental/exoticoptions/spreadoption.hpp>

Inheritance diagram for SpreadOption:

List of all members.

Classes

class  engine
 Spread option engine base class More...

Public Member Functions

 SpreadOption (const boost::shared_ptr< PlainVanillaPayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)

Detailed Description

Spread option on two assets.