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