HQu-0.0.0.3: quantitative finance library
Safe HaskellNone
LanguageHaskell2010

Q.Types

Synopsis

Documentation

data Observables1 Source #

Single-observable container.

Constructors

Observables1 !Double 

Instances

Instances details
Obs1 Observables1 Source # 
Instance details

Defined in Q.Types

data Observables2 Source #

Two observable container.

Constructors

Observables2 !Double !Double 

Instances

Instances details
Obs2 Observables2 Source # 
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Defined in Q.Types

Obs1 Observables2 Source # 
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data Observables3 Source #

Three observable container.

Constructors

Observables3 !Double !Double !Double 

Instances

Instances details
Obs3 Observables3 Source # 
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Defined in Q.Types

Obs2 Observables3 Source # 
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Obs1 Observables3 Source # 
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data Observables4 Source #

Four observable container.

Instances

Instances details
Obs4 Observables4 Source # 
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Obs3 Observables4 Source # 
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Obs2 Observables4 Source # 
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Obs1 Observables4 Source # 
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data Observables5 Source #

Five observable container.

Instances

Instances details
Obs5 Observables5 Source # 
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Obs4 Observables5 Source # 
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Obs3 Observables5 Source # 
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Obs2 Observables5 Source # 
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Obs1 Observables5 Source # 
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data OptionType Source #

Type for Put or Calls

Constructors

Put 
Call 

Instances

Instances details
Bounded OptionType Source # 
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Enum OptionType Source # 
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Eq OptionType Source # 
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Read OptionType Source # 
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Show OptionType Source # 
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Generic OptionType Source # 
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Associated Types

type Rep OptionType :: Type -> Type #

FromField OptionType Source # 
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Defined in Q.Types

ToField OptionType Source # 
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Methods

toField :: OptionType -> Field #

type Rep OptionType Source # 
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Defined in Q.Types

type Rep OptionType = D1 ('MetaData "OptionType" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'False) (C1 ('MetaCons "Put" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Call" 'PrefixI 'False) (U1 :: Type -> Type))

newtype Cash Source #

Constructors

Cash Double 

Instances

Instances details
Eq Cash Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Cash Source # 
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Defined in Q.Types

Methods

pi :: Cash #

exp :: Cash -> Cash #

log :: Cash -> Cash #

sqrt :: Cash -> Cash #

(**) :: Cash -> Cash -> Cash #

logBase :: Cash -> Cash -> Cash #

sin :: Cash -> Cash #

cos :: Cash -> Cash #

tan :: Cash -> Cash #

asin :: Cash -> Cash #

acos :: Cash -> Cash #

atan :: Cash -> Cash #

sinh :: Cash -> Cash #

cosh :: Cash -> Cash #

tanh :: Cash -> Cash #

asinh :: Cash -> Cash #

acosh :: Cash -> Cash #

atanh :: Cash -> Cash #

log1p :: Cash -> Cash #

expm1 :: Cash -> Cash #

log1pexp :: Cash -> Cash #

log1mexp :: Cash -> Cash #

Fractional Cash Source # 
Instance details

Defined in Q.Types

Methods

(/) :: Cash -> Cash -> Cash #

recip :: Cash -> Cash #

fromRational :: Rational -> Cash #

Num Cash Source # 
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Defined in Q.Types

Methods

(+) :: Cash -> Cash -> Cash #

(-) :: Cash -> Cash -> Cash #

(*) :: Cash -> Cash -> Cash #

negate :: Cash -> Cash #

abs :: Cash -> Cash #

signum :: Cash -> Cash #

fromInteger :: Integer -> Cash #

Ord Cash Source # 
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Defined in Q.Types

Methods

compare :: Cash -> Cash -> Ordering #

(<) :: Cash -> Cash -> Bool #

(<=) :: Cash -> Cash -> Bool #

(>) :: Cash -> Cash -> Bool #

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

max :: Cash -> Cash -> Cash #

min :: Cash -> Cash -> Cash #

Read Cash Source # 
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Defined in Q.Types

Real Cash Source # 
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Methods

toRational :: Cash -> Rational #

RealFloat Cash Source # 
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Defined in Q.Types

RealFrac Cash Source # 
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Methods

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

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

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

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

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

Show Cash Source # 
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Methods

showsPrec :: Int -> Cash -> ShowS #

show :: Cash -> String #

showList :: [Cash] -> ShowS #

Generic Cash Source # 
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Associated Types

type Rep Cash :: Type -> Type #

Methods

from :: Cash -> Rep Cash x #

to :: Rep Cash x -> Cash #

Storable Cash Source # 
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Defined in Q.Types

Methods

sizeOf :: Cash -> Int #

alignment :: Cash -> Int #

peekElemOff :: Ptr Cash -> Int -> IO Cash #

pokeElemOff :: Ptr Cash -> Int -> Cash -> IO () #

peekByteOff :: Ptr b -> Int -> IO Cash #

pokeByteOff :: Ptr b -> Int -> Cash -> IO () #

peek :: Ptr Cash -> IO Cash #

poke :: Ptr Cash -> Cash -> IO () #

FromField Cash Source # 
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ToField Cash Source # 
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Methods

toField :: Cash -> Field #

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

newtype Spot Source #

Constructors

Spot Double 

Instances

Instances details
Eq Spot Source # 
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Methods

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

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

Floating Spot Source # 
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Methods

pi :: Spot #

exp :: Spot -> Spot #

log :: Spot -> Spot #

sqrt :: Spot -> Spot #

(**) :: Spot -> Spot -> Spot #

logBase :: Spot -> Spot -> Spot #

sin :: Spot -> Spot #

cos :: Spot -> Spot #

tan :: Spot -> Spot #

asin :: Spot -> Spot #

acos :: Spot -> Spot #

atan :: Spot -> Spot #

sinh :: Spot -> Spot #

cosh :: Spot -> Spot #

tanh :: Spot -> Spot #

asinh :: Spot -> Spot #

acosh :: Spot -> Spot #

atanh :: Spot -> Spot #

log1p :: Spot -> Spot #

expm1 :: Spot -> Spot #

log1pexp :: Spot -> Spot #

log1mexp :: Spot -> Spot #

Fractional Spot Source # 
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Defined in Q.Types

Methods

(/) :: Spot -> Spot -> Spot #

recip :: Spot -> Spot #

fromRational :: Rational -> Spot #

Num Spot Source # 
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Methods

(+) :: Spot -> Spot -> Spot #

(-) :: Spot -> Spot -> Spot #

(*) :: Spot -> Spot -> Spot #

negate :: Spot -> Spot #

abs :: Spot -> Spot #

signum :: Spot -> Spot #

fromInteger :: Integer -> Spot #

Ord Spot Source # 
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Defined in Q.Types

Methods

compare :: Spot -> Spot -> Ordering #

(<) :: Spot -> Spot -> Bool #

(<=) :: Spot -> Spot -> Bool #

(>) :: Spot -> Spot -> Bool #

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

max :: Spot -> Spot -> Spot #

min :: Spot -> Spot -> Spot #

Read Spot Source # 
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Defined in Q.Types

Real Spot Source # 
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Methods

toRational :: Spot -> Rational #

RealFloat Spot Source # 
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Defined in Q.Types

RealFrac Spot Source # 
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Methods

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

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

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

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

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

Show Spot Source # 
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Defined in Q.Types

Methods

showsPrec :: Int -> Spot -> ShowS #

show :: Spot -> String #

showList :: [Spot] -> ShowS #

Generic Spot Source # 
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Defined in Q.Types

Associated Types

type Rep Spot :: Type -> Type #

Methods

from :: Spot -> Rep Spot x #

to :: Rep Spot x -> Spot #

Storable Spot Source # 
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Defined in Q.Types

Methods

sizeOf :: Spot -> Int #

alignment :: Spot -> Int #

peekElemOff :: Ptr Spot -> Int -> IO Spot #

pokeElemOff :: Ptr Spot -> Int -> Spot -> IO () #

peekByteOff :: Ptr b -> Int -> IO Spot #

pokeByteOff :: Ptr b -> Int -> Spot -> IO () #

peek :: Ptr Spot -> IO Spot #

poke :: Ptr Spot -> Spot -> IO () #

FromField Spot Source # 
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Defined in Q.Types

ToField Spot Source # 
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Methods

toField :: Spot -> Field #

type Rep Spot Source # 
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Defined in Q.Types

type Rep Spot = D1 ('MetaData "Spot" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Spot" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

class Obs1 a where Source #

Methods

get1 :: a -> Double Source #

Instances

Instances details
Obs1 Observables5 Source # 
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Obs1 Observables4 Source # 
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Obs1 Observables3 Source # 
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Obs1 Observables2 Source # 
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Obs1 Observables1 Source # 
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class Obs1 a => Obs2 a where Source #

Methods

get2 :: a -> Double Source #

Instances

Instances details
Obs2 Observables5 Source # 
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Obs2 Observables4 Source # 
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Obs2 Observables3 Source # 
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Obs2 Observables2 Source # 
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class Obs2 a => Obs3 a where Source #

Methods

get3 :: a -> Double Source #

Instances

Instances details
Obs3 Observables5 Source # 
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Obs3 Observables4 Source # 
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Obs3 Observables3 Source # 
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class Obs3 a => Obs4 a where Source #

Methods

get4 :: a -> Double Source #

Instances

Instances details
Obs4 Observables5 Source # 
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Obs4 Observables4 Source # 
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class Obs4 a => Obs5 a where Source #

Methods

get5 :: a -> Double Source #

Instances

Instances details
Obs5 Observables5 Source # 
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Defined in Q.Types

newtype Strike Source #

Constructors

Strike Double 

Instances

Instances details
Eq Strike Source # 
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Defined in Q.Types

Methods

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

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

Floating Strike Source # 
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Fractional Strike Source # 
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Num Strike Source # 
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Ord Strike Source # 
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Read Strike Source # 
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Real Strike Source # 
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Defined in Q.Types

RealFloat Strike Source # 
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Defined in Q.Types

RealFrac Strike Source # 
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Defined in Q.Types

Methods

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

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

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

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

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

Show Strike Source # 
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Defined in Q.Types

Generic Strike Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Strike :: Type -> Type #

Methods

from :: Strike -> Rep Strike x #

to :: Rep Strike x -> Strike #

Storable Strike Source # 
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Defined in Q.Types

FromField Strike Source # 
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ToField Strike Source # 
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Methods

toField :: Strike -> Field #

TimeSlice InterpolatingSmile Strike Source # 
Instance details

Defined in Q.Options.ImpliedVol.InterpolatingSmile

InterpolatorV StrikeInterpolation Strike Vol Source # 
Instance details

Defined in Q.Options.ImpliedVol.StrikeInterpolation

type Rep Strike Source # 
Instance details

Defined in Q.Types

type Rep Strike = D1 ('MetaData "Strike" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Strike" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Forward Source #

Constructors

Forward Double 

Instances

Instances details
Eq Forward Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Forward Source # 
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Defined in Q.Types

Fractional Forward Source # 
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Num Forward Source # 
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Ord Forward Source # 
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Read Forward Source # 
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Defined in Q.Types

Real Forward Source # 
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RealFloat Forward Source # 
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Defined in Q.Types

RealFrac Forward Source # 
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Defined in Q.Types

Methods

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

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

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

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

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

Show Forward Source # 
Instance details

Defined in Q.Types

Generic Forward Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Forward :: Type -> Type #

Methods

from :: Forward -> Rep Forward x #

to :: Rep Forward x -> Forward #

Storable Forward Source # 
Instance details

Defined in Q.Types

type Rep Forward Source # 
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Defined in Q.Types

type Rep Forward = D1 ('MetaData "Forward" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Forward" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Premium Source #

Constructors

Premium Double 

Instances

Instances details
Eq Premium Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Premium Source # 
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Defined in Q.Types

Fractional Premium Source # 
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Defined in Q.Types

Num Premium Source # 
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Defined in Q.Types

Ord Premium Source # 
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Defined in Q.Types

Read Premium Source # 
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Defined in Q.Types

Real Premium Source # 
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Defined in Q.Types

RealFloat Premium Source # 
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Defined in Q.Types

RealFrac Premium Source # 
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Defined in Q.Types

Methods

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

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

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

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

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

Show Premium Source # 
Instance details

Defined in Q.Types

Generic Premium Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Premium :: Type -> Type #

Methods

from :: Premium -> Rep Premium x #

to :: Rep Premium x -> Premium #

Storable Premium Source # 
Instance details

Defined in Q.Types

FromField Premium Source # 
Instance details

Defined in Q.Types

ToField Premium Source # 
Instance details

Defined in Q.Types

Methods

toField :: Premium -> Field #

type Rep Premium Source # 
Instance details

Defined in Q.Types

type Rep Premium = D1 ('MetaData "Premium" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Premium" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Delta Source #

Constructors

Delta Double 

Instances

Instances details
Eq Delta Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Delta Source # 
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Defined in Q.Types

Fractional Delta Source # 
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Defined in Q.Types

Num Delta Source # 
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Defined in Q.Types

Ord Delta Source # 
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Defined in Q.Types

Methods

compare :: Delta -> Delta -> Ordering #

(<) :: Delta -> Delta -> Bool #

(<=) :: Delta -> Delta -> Bool #

(>) :: Delta -> Delta -> Bool #

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

max :: Delta -> Delta -> Delta #

min :: Delta -> Delta -> Delta #

Read Delta Source # 
Instance details

Defined in Q.Types

Real Delta Source # 
Instance details

Defined in Q.Types

Methods

toRational :: Delta -> Rational #

RealFloat Delta Source # 
Instance details

Defined in Q.Types

RealFrac Delta Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show Delta Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> Delta -> ShowS #

show :: Delta -> String #

showList :: [Delta] -> ShowS #

Generic Delta Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Delta :: Type -> Type #

Methods

from :: Delta -> Rep Delta x #

to :: Rep Delta x -> Delta #

Storable Delta Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: Delta -> Int #

alignment :: Delta -> Int #

peekElemOff :: Ptr Delta -> Int -> IO Delta #

pokeElemOff :: Ptr Delta -> Int -> Delta -> IO () #

peekByteOff :: Ptr b -> Int -> IO Delta #

pokeByteOff :: Ptr b -> Int -> Delta -> IO () #

peek :: Ptr Delta -> IO Delta #

poke :: Ptr Delta -> Delta -> IO () #

FromField Delta Source # 
Instance details

Defined in Q.Types

ToField Delta Source # 
Instance details

Defined in Q.Types

Methods

toField :: Delta -> Field #

type Rep Delta Source # 
Instance details

Defined in Q.Types

type Rep Delta = D1 ('MetaData "Delta" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Delta" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Vega Source #

Constructors

Vega Double 

Instances

Instances details
Eq Vega Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Vega Source # 
Instance details

Defined in Q.Types

Methods

pi :: Vega #

exp :: Vega -> Vega #

log :: Vega -> Vega #

sqrt :: Vega -> Vega #

(**) :: Vega -> Vega -> Vega #

logBase :: Vega -> Vega -> Vega #

sin :: Vega -> Vega #

cos :: Vega -> Vega #

tan :: Vega -> Vega #

asin :: Vega -> Vega #

acos :: Vega -> Vega #

atan :: Vega -> Vega #

sinh :: Vega -> Vega #

cosh :: Vega -> Vega #

tanh :: Vega -> Vega #

asinh :: Vega -> Vega #

acosh :: Vega -> Vega #

atanh :: Vega -> Vega #

log1p :: Vega -> Vega #

expm1 :: Vega -> Vega #

log1pexp :: Vega -> Vega #

log1mexp :: Vega -> Vega #

Fractional Vega Source # 
Instance details

Defined in Q.Types

Methods

(/) :: Vega -> Vega -> Vega #

recip :: Vega -> Vega #

fromRational :: Rational -> Vega #

Num Vega Source # 
Instance details

Defined in Q.Types

Methods

(+) :: Vega -> Vega -> Vega #

(-) :: Vega -> Vega -> Vega #

(*) :: Vega -> Vega -> Vega #

negate :: Vega -> Vega #

abs :: Vega -> Vega #

signum :: Vega -> Vega #

fromInteger :: Integer -> Vega #

Ord Vega Source # 
Instance details

Defined in Q.Types

Methods

compare :: Vega -> Vega -> Ordering #

(<) :: Vega -> Vega -> Bool #

(<=) :: Vega -> Vega -> Bool #

(>) :: Vega -> Vega -> Bool #

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

max :: Vega -> Vega -> Vega #

min :: Vega -> Vega -> Vega #

Read Vega Source # 
Instance details

Defined in Q.Types

Real Vega Source # 
Instance details

Defined in Q.Types

Methods

toRational :: Vega -> Rational #

RealFloat Vega Source # 
Instance details

Defined in Q.Types

RealFrac Vega Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show Vega Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> Vega -> ShowS #

show :: Vega -> String #

showList :: [Vega] -> ShowS #

Generic Vega Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Vega :: Type -> Type #

Methods

from :: Vega -> Rep Vega x #

to :: Rep Vega x -> Vega #

Storable Vega Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: Vega -> Int #

alignment :: Vega -> Int #

peekElemOff :: Ptr Vega -> Int -> IO Vega #

pokeElemOff :: Ptr Vega -> Int -> Vega -> IO () #

peekByteOff :: Ptr b -> Int -> IO Vega #

pokeByteOff :: Ptr b -> Int -> Vega -> IO () #

peek :: Ptr Vega -> IO Vega #

poke :: Ptr Vega -> Vega -> IO () #

FromField Vega Source # 
Instance details

Defined in Q.Types

ToField Vega Source # 
Instance details

Defined in Q.Types

Methods

toField :: Vega -> Field #

type Rep Vega Source # 
Instance details

Defined in Q.Types

type Rep Vega = D1 ('MetaData "Vega" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Vega" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Gamma Source #

Constructors

Gamma Double 

Instances

Instances details
Eq Gamma Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Gamma Source # 
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Defined in Q.Types

Fractional Gamma Source # 
Instance details

Defined in Q.Types

Num Gamma Source # 
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Defined in Q.Types

Ord Gamma Source # 
Instance details

Defined in Q.Types

Methods

compare :: Gamma -> Gamma -> Ordering #

(<) :: Gamma -> Gamma -> Bool #

(<=) :: Gamma -> Gamma -> Bool #

(>) :: Gamma -> Gamma -> Bool #

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

max :: Gamma -> Gamma -> Gamma #

min :: Gamma -> Gamma -> Gamma #

Read Gamma Source # 
Instance details

Defined in Q.Types

Real Gamma Source # 
Instance details

Defined in Q.Types

Methods

toRational :: Gamma -> Rational #

RealFloat Gamma Source # 
Instance details

Defined in Q.Types

RealFrac Gamma Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show Gamma Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> Gamma -> ShowS #

show :: Gamma -> String #

showList :: [Gamma] -> ShowS #

Generic Gamma Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Gamma :: Type -> Type #

Methods

from :: Gamma -> Rep Gamma x #

to :: Rep Gamma x -> Gamma #

Storable Gamma Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: Gamma -> Int #

alignment :: Gamma -> Int #

peekElemOff :: Ptr Gamma -> Int -> IO Gamma #

pokeElemOff :: Ptr Gamma -> Int -> Gamma -> IO () #

peekByteOff :: Ptr b -> Int -> IO Gamma #

pokeByteOff :: Ptr b -> Int -> Gamma -> IO () #

peek :: Ptr Gamma -> IO Gamma #

poke :: Ptr Gamma -> Gamma -> IO () #

FromField Gamma Source # 
Instance details

Defined in Q.Types

ToField Gamma Source # 
Instance details

Defined in Q.Types

Methods

toField :: Gamma -> Field #

type Rep Gamma Source # 
Instance details

Defined in Q.Types

type Rep Gamma = D1 ('MetaData "Gamma" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Gamma" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Expiry Source #

Constructors

Expiry Day 

Instances

Instances details
Eq Expiry Source # 
Instance details

Defined in Q.Types

Methods

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

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

Ord Expiry Source # 
Instance details

Defined in Q.Types

Read Expiry Source # 
Instance details

Defined in Q.Types

Show Expiry Source # 
Instance details

Defined in Q.Types

Generic Expiry Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Expiry :: Type -> Type #

Methods

from :: Expiry -> Rep Expiry x #

to :: Rep Expiry x -> Expiry #

FromField Expiry Source # 
Instance details

Defined in Q.Types

ToField Expiry Source # 
Instance details

Defined in Q.Types

Methods

toField :: Expiry -> Field #

type Rep Expiry Source # 
Instance details

Defined in Q.Types

type Rep Expiry = D1 ('MetaData "Expiry" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Expiry" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Day)))

newtype YearFrac Source #

Constructors

YearFrac 

Fields

Instances

Instances details
Eq YearFrac Source # 
Instance details

Defined in Q.Types

Floating YearFrac Source # 
Instance details

Defined in Q.Types

Fractional YearFrac Source # 
Instance details

Defined in Q.Types

Num YearFrac Source # 
Instance details

Defined in Q.Types

Ord YearFrac Source # 
Instance details

Defined in Q.Types

Read YearFrac Source # 
Instance details

Defined in Q.Types

Real YearFrac Source # 
Instance details

Defined in Q.Types

RealFloat YearFrac Source # 
Instance details

Defined in Q.Types

RealFrac YearFrac Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show YearFrac Source # 
Instance details

Defined in Q.Types

Generic YearFrac Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep YearFrac :: Type -> Type #

Methods

from :: YearFrac -> Rep YearFrac x #

to :: Rep YearFrac x -> YearFrac #

Storable YearFrac Source # 
Instance details

Defined in Q.Types

FromField YearFrac Source # 
Instance details

Defined in Q.Types

ToField YearFrac Source # 
Instance details

Defined in Q.Types

Methods

toField :: YearFrac -> Field #

type Rep YearFrac Source # 
Instance details

Defined in Q.Types

type Rep YearFrac = D1 ('MetaData "YearFrac" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "YearFrac" 'PrefixI 'True) (S1 ('MetaSel ('Just "unYearFrac") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Rate Source #

Constructors

Rate Double 

Instances

Instances details
Eq Rate Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Rate Source # 
Instance details

Defined in Q.Types

Methods

pi :: Rate #

exp :: Rate -> Rate #

log :: Rate -> Rate #

sqrt :: Rate -> Rate #

(**) :: Rate -> Rate -> Rate #

logBase :: Rate -> Rate -> Rate #

sin :: Rate -> Rate #

cos :: Rate -> Rate #

tan :: Rate -> Rate #

asin :: Rate -> Rate #

acos :: Rate -> Rate #

atan :: Rate -> Rate #

sinh :: Rate -> Rate #

cosh :: Rate -> Rate #

tanh :: Rate -> Rate #

asinh :: Rate -> Rate #

acosh :: Rate -> Rate #

atanh :: Rate -> Rate #

log1p :: Rate -> Rate #

expm1 :: Rate -> Rate #

log1pexp :: Rate -> Rate #

log1mexp :: Rate -> Rate #

Fractional Rate Source # 
Instance details

Defined in Q.Types

Methods

(/) :: Rate -> Rate -> Rate #

recip :: Rate -> Rate #

fromRational :: Rational -> Rate #

Num Rate Source # 
Instance details

Defined in Q.Types

Methods

(+) :: Rate -> Rate -> Rate #

(-) :: Rate -> Rate -> Rate #

(*) :: Rate -> Rate -> Rate #

negate :: Rate -> Rate #

abs :: Rate -> Rate #

signum :: Rate -> Rate #

fromInteger :: Integer -> Rate #

Ord Rate Source # 
Instance details

Defined in Q.Types

Methods

compare :: Rate -> Rate -> Ordering #

(<) :: Rate -> Rate -> Bool #

(<=) :: Rate -> Rate -> Bool #

(>) :: Rate -> Rate -> Bool #

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

max :: Rate -> Rate -> Rate #

min :: Rate -> Rate -> Rate #

Read Rate Source # 
Instance details

Defined in Q.Types

Real Rate Source # 
Instance details

Defined in Q.Types

Methods

toRational :: Rate -> Rational #

RealFloat Rate Source # 
Instance details

Defined in Q.Types

RealFrac Rate Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show Rate Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> Rate -> ShowS #

show :: Rate -> String #

showList :: [Rate] -> ShowS #

Generic Rate Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Rate :: Type -> Type #

Methods

from :: Rate -> Rep Rate x #

to :: Rep Rate x -> Rate #

Storable Rate Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: Rate -> Int #

alignment :: Rate -> Int #

peekElemOff :: Ptr Rate -> Int -> IO Rate #

pokeElemOff :: Ptr Rate -> Int -> Rate -> IO () #

peekByteOff :: Ptr b -> Int -> IO Rate #

pokeByteOff :: Ptr b -> Int -> Rate -> IO () #

peek :: Ptr Rate -> IO Rate #

poke :: Ptr Rate -> Rate -> IO () #

FromField Rate Source # 
Instance details

Defined in Q.Types

ToField Rate Source # 
Instance details

Defined in Q.Types

Methods

toField :: Rate -> Field #

TimeScaleable Rate Source # 
Instance details

Defined in Q.Types

Methods

scale :: YearFrac -> Rate -> Rate Source #

type Rep Rate Source # 
Instance details

Defined in Q.Types

type Rep Rate = D1 ('MetaData "Rate" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Rate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype DF Source #

Constructors

DF Double 

Instances

Instances details
Eq DF Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating DF Source # 
Instance details

Defined in Q.Types

Methods

pi :: DF #

exp :: DF -> DF #

log :: DF -> DF #

sqrt :: DF -> DF #

(**) :: DF -> DF -> DF #

logBase :: DF -> DF -> DF #

sin :: DF -> DF #

cos :: DF -> DF #

tan :: DF -> DF #

asin :: DF -> DF #

acos :: DF -> DF #

atan :: DF -> DF #

sinh :: DF -> DF #

cosh :: DF -> DF #

tanh :: DF -> DF #

asinh :: DF -> DF #

acosh :: DF -> DF #

atanh :: DF -> DF #

log1p :: DF -> DF #

expm1 :: DF -> DF #

log1pexp :: DF -> DF #

log1mexp :: DF -> DF #

Fractional DF Source # 
Instance details

Defined in Q.Types

Methods

(/) :: DF -> DF -> DF #

recip :: DF -> DF #

fromRational :: Rational -> DF #

Num DF Source # 
Instance details

Defined in Q.Types

Methods

(+) :: DF -> DF -> DF #

(-) :: DF -> DF -> DF #

(*) :: DF -> DF -> DF #

negate :: DF -> DF #

abs :: DF -> DF #

signum :: DF -> DF #

fromInteger :: Integer -> DF #

Ord DF Source # 
Instance details

Defined in Q.Types

Methods

compare :: DF -> DF -> Ordering #

(<) :: DF -> DF -> Bool #

(<=) :: DF -> DF -> Bool #

(>) :: DF -> DF -> Bool #

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

max :: DF -> DF -> DF #

min :: DF -> DF -> DF #

Read DF Source # 
Instance details

Defined in Q.Types

Real DF Source # 
Instance details

Defined in Q.Types

Methods

toRational :: DF -> Rational #

RealFloat DF Source # 
Instance details

Defined in Q.Types

RealFrac DF Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show DF Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> DF -> ShowS #

show :: DF -> String #

showList :: [DF] -> ShowS #

Generic DF Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep DF :: Type -> Type #

Methods

from :: DF -> Rep DF x #

to :: Rep DF x -> DF #

Storable DF Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: DF -> Int #

alignment :: DF -> Int #

peekElemOff :: Ptr DF -> Int -> IO DF #

pokeElemOff :: Ptr DF -> Int -> DF -> IO () #

peekByteOff :: Ptr b -> Int -> IO DF #

pokeByteOff :: Ptr b -> Int -> DF -> IO () #

peek :: Ptr DF -> IO DF #

poke :: Ptr DF -> DF -> IO () #

type Rep DF Source # 
Instance details

Defined in Q.Types

type Rep DF = D1 ('MetaData "DF" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "DF" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype Vol Source #

Constructors

Vol Double 

Instances

Instances details
Eq Vol Source # 
Instance details

Defined in Q.Types

Methods

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

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

Floating Vol Source # 
Instance details

Defined in Q.Types

Methods

pi :: Vol #

exp :: Vol -> Vol #

log :: Vol -> Vol #

sqrt :: Vol -> Vol #

(**) :: Vol -> Vol -> Vol #

logBase :: Vol -> Vol -> Vol #

sin :: Vol -> Vol #

cos :: Vol -> Vol #

tan :: Vol -> Vol #

asin :: Vol -> Vol #

acos :: Vol -> Vol #

atan :: Vol -> Vol #

sinh :: Vol -> Vol #

cosh :: Vol -> Vol #

tanh :: Vol -> Vol #

asinh :: Vol -> Vol #

acosh :: Vol -> Vol #

atanh :: Vol -> Vol #

log1p :: Vol -> Vol #

expm1 :: Vol -> Vol #

log1pexp :: Vol -> Vol #

log1mexp :: Vol -> Vol #

Fractional Vol Source # 
Instance details

Defined in Q.Types

Methods

(/) :: Vol -> Vol -> Vol #

recip :: Vol -> Vol #

fromRational :: Rational -> Vol #

Num Vol Source # 
Instance details

Defined in Q.Types

Methods

(+) :: Vol -> Vol -> Vol #

(-) :: Vol -> Vol -> Vol #

(*) :: Vol -> Vol -> Vol #

negate :: Vol -> Vol #

abs :: Vol -> Vol #

signum :: Vol -> Vol #

fromInteger :: Integer -> Vol #

Ord Vol Source # 
Instance details

Defined in Q.Types

Methods

compare :: Vol -> Vol -> Ordering #

(<) :: Vol -> Vol -> Bool #

(<=) :: Vol -> Vol -> Bool #

(>) :: Vol -> Vol -> Bool #

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

max :: Vol -> Vol -> Vol #

min :: Vol -> Vol -> Vol #

Read Vol Source # 
Instance details

Defined in Q.Types

Real Vol Source # 
Instance details

Defined in Q.Types

Methods

toRational :: Vol -> Rational #

RealFloat Vol Source # 
Instance details

Defined in Q.Types

RealFrac Vol Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show Vol Source # 
Instance details

Defined in Q.Types

Methods

showsPrec :: Int -> Vol -> ShowS #

show :: Vol -> String #

showList :: [Vol] -> ShowS #

Generic Vol Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep Vol :: Type -> Type #

Methods

from :: Vol -> Rep Vol x #

to :: Rep Vol x -> Vol #

Storable Vol Source # 
Instance details

Defined in Q.Types

Methods

sizeOf :: Vol -> Int #

alignment :: Vol -> Int #

peekElemOff :: Ptr Vol -> Int -> IO Vol #

pokeElemOff :: Ptr Vol -> Int -> Vol -> IO () #

peekByteOff :: Ptr b -> Int -> IO Vol #

pokeByteOff :: Ptr b -> Int -> Vol -> IO () #

peek :: Ptr Vol -> IO Vol #

poke :: Ptr Vol -> Vol -> IO () #

FromField Vol Source # 
Instance details

Defined in Q.Types

Methods

parseField :: Field -> Parser Vol #

ToField Vol Source # 
Instance details

Defined in Q.Types

Methods

toField :: Vol -> Field #

TimeScaleable Vol Source # 
Instance details

Defined in Q.Types

Methods

scale :: YearFrac -> Vol -> Vol Source #

InterpolatorV StrikeInterpolation Strike Vol Source # 
Instance details

Defined in Q.Options.ImpliedVol.StrikeInterpolation

type Rep Vol Source # 
Instance details

Defined in Q.Types

type Rep Vol = D1 ('MetaData "Vol" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "Vol" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

newtype TotalVar Source #

(w(S_0, K, T) = sigma_{BS}(S_0, K, T)T )

Constructors

TotalVar Double 

Instances

Instances details
Eq TotalVar Source # 
Instance details

Defined in Q.Types

Floating TotalVar Source # 
Instance details

Defined in Q.Types

Fractional TotalVar Source # 
Instance details

Defined in Q.Types

Num TotalVar Source # 
Instance details

Defined in Q.Types

Ord TotalVar Source # 
Instance details

Defined in Q.Types

Read TotalVar Source # 
Instance details

Defined in Q.Types

Real TotalVar Source # 
Instance details

Defined in Q.Types

RealFloat TotalVar Source # 
Instance details

Defined in Q.Types

RealFrac TotalVar Source # 
Instance details

Defined in Q.Types

Methods

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

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

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

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

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

Show TotalVar Source # 
Instance details

Defined in Q.Types

Generic TotalVar Source # 
Instance details

Defined in Q.Types

Associated Types

type Rep TotalVar :: Type -> Type #

Methods

from :: TotalVar -> Rep TotalVar x #

to :: Rep TotalVar x -> TotalVar #

Storable TotalVar Source # 
Instance details

Defined in Q.Types

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

Defined in Q.Options.ImpliedVol.TimeSlice

Methods

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

type Rep TotalVar Source # 
Instance details

Defined in Q.Types

type Rep TotalVar = D1 ('MetaData "TotalVar" "Q.Types" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'True) (C1 ('MetaCons "TotalVar" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Double)))

class TimeScaleable a where Source #

Represents concepts that scale as a function of time such as Vol

Methods

scale :: YearFrac -> a -> a Source #

Instances

Instances details
TimeScaleable Double Source # 
Instance details

Defined in Q.Types

TimeScaleable Vol Source # 
Instance details

Defined in Q.Types

Methods

scale :: YearFrac -> Vol -> Vol Source #

TimeScaleable Rate Source # 
Instance details

Defined in Q.Types

Methods

scale :: YearFrac -> Rate -> Rate Source #

cpi :: Num p => OptionType -> p Source #

($*$) :: (Coercible a Double, Coercible b Double) => a -> b -> a Source #

($/$) :: (Coercible a Double, Coercible b Double) => a -> b -> a Source #

($+$) :: (Coercible a Double, Coercible b Double) => a -> b -> a Source #