Go to Deriscope's documentation start page


Multi Asset Option is a Tradable that represents an Option where the underlying depends in some unspecified way on a given collection of tradables.

The pricing methodology is specified in
Model[Multi Asset Option]

The following QuantLib issues have been identified:

The following direct subtypes exist:
Basket Option
Futures Spread Option
Option On Maximum
Option On Minimum
Power Exchange Option
Spread Option