HQu-0.0.0.3: quantitative finance library
Safe HaskellNone
LanguageHaskell2010

Q.Options.ImpliedVol.TimeSlice

Documentation

module Q.Types

module Q.Options.ImpliedVol

class TimeSlice v k where Source #

Methods

totalVar :: v -> k -> TotalVar Source #

Instances

Instances details
TimeSlice Black76 k Source # 
Instance details

Defined in Q.Options.ImpliedVol.TimeSlice

Methods

totalVar :: Black76 -> k -> TotalVar Source #

TimeSlice SVI LogRelStrike Source # 
Instance details

Defined in Q.Options.ImpliedVol.SVI

Methods

totalVar :: SVI -> LogRelStrike -> TotalVar Source #

TimeSlice InterpolatingSmile Strike Source # 
Instance details

Defined in Q.Options.ImpliedVol.InterpolatingSmile

Methods

totalVar :: InterpolatingSmile -> Strike -> TotalVar Source #

TimeSlice (k -> TotalVar) k Source # 
Instance details

Defined in Q.Options.ImpliedVol.TimeSlice

Methods

totalVar :: (k -> TotalVar) -> k -> TotalVar Source #