Safe Haskell | None |
---|---|
Language | Haskell2010 |
QuantLib.Quotes
- class Quote a where
- data SimpleQuote = SimpleQuote (Maybe Double)
- data CompositeQuote a = CompositeQuote {
- cqQuote1 :: a
- cqQuote2 :: a
- cqComposite :: a -> a -> Maybe Double
- data DerivedQuote a = DerivedQuote {
- dqQuote :: a
- dqDerivateFunc :: a -> Maybe Double
- data ImpliedStdDevQuote a = ImpliedStdDevQuote {
- isdqOptionType :: OptionType
- isdqForward :: a
- isdqPrice :: a
- isdqStrike :: Double
- isdqGuess :: Maybe Double
- data EurodollarFutureQuote a = EurodollarFutureQuote {
- efqForward :: a
- efqCallPrice :: a
- efqPutPrice :: a
- efqStrike :: Double
- efqGuess :: Maybe Double
Documentation
Base type class for market observables
Minimal complete definition
Instances
Quote SimpleQuote # | |
Quote a => Quote (EurodollarFutureQuote a) # | |
Quote a => Quote (ImpliedStdDevQuote a) # | |
Quote (DerivedQuote a) # | |
Quote (CompositeQuote a) # | |
data SimpleQuote #
Market element returning a stored value
Constructors
SimpleQuote (Maybe Double) |
Instances
data CompositeQuote a #
Market element whose value depends on two other market elements
Constructors
CompositeQuote | |
Fields
|
Instances
Quote (CompositeQuote a) # | |
data DerivedQuote a #
Market element whose value depends on another quote
Constructors
DerivedQuote | |
Fields
|
Instances
Quote (DerivedQuote a) # | |
data ImpliedStdDevQuote a #
Quote for the implied standard deviation of an underlying
Constructors
ImpliedStdDevQuote | |
Fields
|
Instances
Show a => Show (ImpliedStdDevQuote a) # | |
Quote a => Quote (ImpliedStdDevQuote a) # | |
data EurodollarFutureQuote a #
Quote for the Eurodollar-future implied standard deviation
Constructors
EurodollarFutureQuote | |
Fields
|
Instances
Show a => Show (EurodollarFutureQuote a) # | |
Quote a => Quote (EurodollarFutureQuote a) # | |