MultiAsset Option


MultiAsset Option is an abstract type and also direct subtype of Option
aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa
with functions MultiAsset Option Functions, direct subtypes MultiAsset Option subtypes and keys MultiAsset Option keys

TYPE INCLUSION RELATIONSHIPS

Option

MultiAsset Option

Basket Option

Futures Spread Option

MinMax Option

Power Exchange Option

Spread Option

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

AVAILABLE CREATE FUNCTION KEYS

Tradables

Weights

</defs>

This type represents an Option where the underlying depends in some unspecified way on a given collection of tradables.

The pricing methodology is specified in Model[MultiAsset Option]