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MinMax_Option

MinMax Option is a child type of MultiAsset Option that represents a specialization that only differs from a Vanilla Option in that the underlying at exercise time is chosen to be the asset with either the lowest or highest price at that time.
Only two underlying assets are allowed and the payoff can be either
Payoff::Payoff Type::Vanilla or Payoff::Payoff Type::Cash Or Nothing

Generally barriers, discrete dividends and storage costs are not supported.
Exceptionally when the payoff is Cash Or Nothing, discrete dividends are allowed but the pricing is restricted to Europeans.

The pricing methodology is specified in
Model[MultiAsset Option]