Go to Deriscope's documentation start page

Multi_Asset_Option_Group

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:
Issue::MultiAssetOption_Mixed_StartDateIgnored
Issue::MultiAssetOption_PayAtExpiry_Ignored

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