Model[MultiAsset Option]


"Model[MultiAsset Option]" is a special type of Model
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with functions Model[MultiAsset Option] Functions, keys Model[MultiAsset Option] keys and example object OptMdl

TYPE INCLUSION RELATIONSHIPS

Model Option

Model MultiAsset Option

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Finite Differences

Pricing Method

Simulation Model

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TYPICAL OBJECTS OF TYPE Model[MultiAsset Option]

OptMdl

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This type represents modelling assumptions relating to the type MultiAsset Option that may be needed during some valuation algorithm.
The pricing succeeds by any of 7 different methods listed in Pricing Method



The quantities listed in McSimulation Extra Data are reportable when Monte Carlo Simulation is used.

The quantities listed in FDVanilla Extra Data are reportable when Finite Differences is used.