hquantlib-0.0.5.0: HQuantLib is a port of essencial parts of QuantLib to Haskell

Safe HaskellSafe
LanguageHaskell2010

QuantLib.Instruments

Synopsis

Documentation

class Instrument a where #

Instrument type class

Minimal complete definition

iDate, iIsExpired

Methods

iDate :: a -> LocalTime #

iIsExpired :: a -> Bool #

Instances
Instrument CompositeInstrument # 
Instance details

Defined in QuantLib.Instruments.Instrument

Methods

iDate :: CompositeInstrument -> LocalTime #

iIsExpired :: CompositeInstrument -> Bool #

Instrument Stock # 
Instance details

Defined in QuantLib.Instruments.Stock

Methods

iDate :: Stock -> LocalTime #

iIsExpired :: Stock -> Bool #

data CompositeInstrument #

Composite instrument is an aggregate of other instruments.

Constructors

(Instrument a, Priceable a) => CompositeInstrument (Map a Double) 
Instances
Priceable CompositeInstrument # 
Instance details

Defined in QuantLib.Instruments.Instrument

Methods

npv :: CompositeInstrument -> Double #

errorEstimate :: CompositeInstrument -> Double #

Instrument CompositeInstrument # 
Instance details

Defined in QuantLib.Instruments.Instrument

Methods

iDate :: CompositeInstrument -> LocalTime #

iIsExpired :: CompositeInstrument -> Bool #

data Stock #

Single stock instrument

Constructors

Stock 

Fields

Instances
Show Stock # 
Instance details

Defined in QuantLib.Instruments.Stock

Methods

showsPrec :: Int -> Stock -> ShowS #

show :: Stock -> String #

showList :: [Stock] -> ShowS #

Priceable Stock # 
Instance details

Defined in QuantLib.Instruments.Stock

Methods

npv :: Stock -> Double #

errorEstimate :: Stock -> Double #

Instrument Stock # 
Instance details

Defined in QuantLib.Instruments.Stock

Methods

iDate :: Stock -> LocalTime #

iIsExpired :: Stock -> Bool #