QuantLib: ql/pricingengines/basket/mcamericanbasketengine.hpp File Reference

### A free/open-source library for quantitative finance

# ql/pricingengines/basket/mcamericanbasketengine.hpp File Reference

## Detailed Description

Least-square Monte Carlo engines.

`#include <ql/qldefines.hpp>`
`#include <ql/instruments/basketoption.hpp>`
`#include <ql/processes/blackscholesprocess.hpp>`
`#include <ql/processes/stochasticprocessarray.hpp>`
`#include <ql/methods/montecarlo/lsmbasissystem.hpp>`
`#include <ql/pricingengines/mclongstaffschwartzengine.hpp>`
`#include <ql/exercise.hpp>`
`#include <boost/function.hpp>`

Include dependency graph for mcamericanbasketengine.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | MCAmericanBasketEngine
| least-square Monte Carlo engine More...