HQu-0.0.0.3: quantitative finance library
Safe HaskellNone
LanguageHaskell2010

Q.Options.ImpliedVol

Documentation

module Q.Types

module Q.Options

newtype LogRelStrike Source #

Constructors

LogRel Double 

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Eq LogRelStrike Source # 
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Floating LogRelStrike Source # 
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Fractional LogRelStrike Source # 
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Num LogRelStrike Source # 
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Ord LogRelStrike Source # 
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Read LogRelStrike Source # 
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Real LogRelStrike Source # 
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RealFloat LogRelStrike Source # 
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RealFrac LogRelStrike Source # 
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Show LogRelStrike Source # 
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Generic LogRelStrike Source # 
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type Rep LogRelStrike :: Type -> Type #

Storable LogRelStrike Source # 
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TimeSlice SVI LogRelStrike Source # 
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Defined in Q.Options.ImpliedVol.SVI

type Rep LogRelStrike Source # 
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type Rep LogRelStrike = D1 ('MetaData "LogRelStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "LogRel" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype AbsRelStrike Source #

Constructors

AbsRel Double 

Instances

Instances details
Eq AbsRelStrike Source # 
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Floating AbsRelStrike Source # 
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Fractional AbsRelStrike Source # 
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Num AbsRelStrike Source # 
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Ord AbsRelStrike Source # 
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Read AbsRelStrike Source # 
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Real AbsRelStrike Source # 
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RealFloat AbsRelStrike Source # 
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RealFrac AbsRelStrike Source # 
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Show AbsRelStrike Source # 
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Generic AbsRelStrike Source # 
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Associated Types

type Rep AbsRelStrike :: Type -> Type #

Storable AbsRelStrike Source # 
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type Rep AbsRelStrike Source # 
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type Rep AbsRelStrike = D1 ('MetaData "AbsRelStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "AbsRel" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype MoneynessForwardStrike Source #

Constructors

MoneynessForward Double 

Instances

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Eq MoneynessForwardStrike Source # 
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Floating MoneynessForwardStrike Source # 
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Fractional MoneynessForwardStrike Source # 
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Num MoneynessForwardStrike Source # 
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Ord MoneynessForwardStrike Source # 
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Read MoneynessForwardStrike Source # 
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Real MoneynessForwardStrike Source # 
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RealFloat MoneynessForwardStrike Source # 
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RealFrac MoneynessForwardStrike Source # 
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Show MoneynessForwardStrike Source # 
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Generic MoneynessForwardStrike Source # 
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Associated Types

type Rep MoneynessForwardStrike :: Type -> Type #

Storable MoneynessForwardStrike Source # 
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type Rep MoneynessForwardStrike Source # 
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type Rep MoneynessForwardStrike = D1 ('MetaData "MoneynessForwardStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "MoneynessForward" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype LogMoneynessForwardStrike Source #

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Eq LogMoneynessForwardStrike Source # 
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Floating LogMoneynessForwardStrike Source # 
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Fractional LogMoneynessForwardStrike Source # 
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Num LogMoneynessForwardStrike Source # 
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Ord LogMoneynessForwardStrike Source # 
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Read LogMoneynessForwardStrike Source # 
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Real LogMoneynessForwardStrike Source # 
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RealFloat LogMoneynessForwardStrike Source # 
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RealFrac LogMoneynessForwardStrike Source # 
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Show LogMoneynessForwardStrike Source # 
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Generic LogMoneynessForwardStrike Source # 
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type Rep LogMoneynessForwardStrike :: Type -> Type #

Storable LogMoneynessForwardStrike Source # 
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type Rep LogMoneynessForwardStrike Source # 
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type Rep LogMoneynessForwardStrike = D1 ('MetaData "LogMoneynessForwardStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "LogMoneynessForward" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype MoneynessSpotStrike Source #

Constructors

MoneynessSpot Double 

Instances

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Eq MoneynessSpotStrike Source # 
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Floating MoneynessSpotStrike Source # 
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Fractional MoneynessSpotStrike Source # 
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Num MoneynessSpotStrike Source # 
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Ord MoneynessSpotStrike Source # 
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Read MoneynessSpotStrike Source # 
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Real MoneynessSpotStrike Source # 
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RealFloat MoneynessSpotStrike Source # 
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RealFrac MoneynessSpotStrike Source # 
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Show MoneynessSpotStrike Source # 
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Generic MoneynessSpotStrike Source # 
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Associated Types

type Rep MoneynessSpotStrike :: Type -> Type #

Storable MoneynessSpotStrike Source # 
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type Rep MoneynessSpotStrike Source # 
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type Rep MoneynessSpotStrike = D1 ('MetaData "MoneynessSpotStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "MoneynessSpot" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype LogMoneynessSpotStrike Source #

Constructors

LogMoneynessSpot Double 

Instances

Instances details
Eq LogMoneynessSpotStrike Source # 
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Floating LogMoneynessSpotStrike Source # 
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Fractional LogMoneynessSpotStrike Source # 
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Num LogMoneynessSpotStrike Source # 
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Ord LogMoneynessSpotStrike Source # 
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Read LogMoneynessSpotStrike Source # 
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Real LogMoneynessSpotStrike Source # 
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RealFloat LogMoneynessSpotStrike Source # 
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RealFrac LogMoneynessSpotStrike Source # 
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Show LogMoneynessSpotStrike Source # 
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Generic LogMoneynessSpotStrike Source # 
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type Rep LogMoneynessSpotStrike :: Type -> Type #

Storable LogMoneynessSpotStrike Source # 
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type Rep LogMoneynessSpotStrike Source # 
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type Rep LogMoneynessSpotStrike = D1 ('MetaData "LogMoneynessSpotStrike" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "LogMoneynessSpot" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype VolShift Source #

Constructors

VolShift Double 

Instances

Instances details
Eq VolShift Source # 
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Floating VolShift Source # 
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Fractional VolShift Source # 
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Num VolShift Source # 
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Ord VolShift Source # 
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Read VolShift Source # 
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Real VolShift Source # 
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RealFloat VolShift Source # 
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RealFrac VolShift Source # 
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Methods

properFraction :: Integral b => VolShift -> (b, VolShift) #

truncate :: Integral b => VolShift -> b #

round :: Integral b => VolShift -> b #

ceiling :: Integral b => VolShift -> b #

floor :: Integral b => VolShift -> b #

Show VolShift Source # 
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Generic VolShift Source # 
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type Rep VolShift :: Type -> Type #

Methods

from :: VolShift -> Rep VolShift x #

to :: Rep VolShift x -> VolShift #

Storable VolShift Source # 
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type Rep VolShift Source # 
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type Rep VolShift = D1 ('MetaData "VolShift" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "VolShift" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

data VolType Source #

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Eq VolType Source # 
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Methods

(==) :: VolType -> VolType -> Bool #

(/=) :: VolType -> VolType -> Bool #

Read VolType Source # 
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Show VolType Source # 
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Generic VolType Source # 
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type Rep VolType :: Type -> Type #

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from :: VolType -> Rep VolType x #

to :: Rep VolType x -> VolType #

type Rep VolType Source # 
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type Rep VolType = D1 ('MetaData "VolType" "Q.Options.ImpliedVol" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'False) (C1 ('MetaCons "Normal" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LogNormal" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "ShiftedLogNormal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 VolShift))))