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Option_On_Maximum

Option On Maximum is a Tradable that represents a Multi Asset Option that only differs from a Vanilla Option in that the underlying at exercise time is chosen the asset with the highest price at that time.

The following features are currently not supported by QuantLib:
Barriers, discrete dividends/storage costs.

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