hquantlib-0.0.1.2: HQuantLib is a port of essencial parts of QuantLib to Haskell

QuantLib.Quotes

Synopsis

Documentation

class Quote a whereSource

Base type class for market observables

data SimpleQuote Source

Market element returning a stored value

Constructors

SimpleQuote (Maybe Double) 

data CompositeQuote a Source

Market element whose value depends on two other market elements

Constructors

CompositeQuote 

Fields

cqQuote1 :: a

First element

cqQuote2 :: a

Second element

cqComposite :: a -> a -> Maybe Double

Composition function

Instances

data DerivedQuote a Source

Market element whose value depends on another quote

Constructors

DerivedQuote 

Fields

dqQuote :: a
 
dqDerivateFunc :: a -> Maybe Double
 

Instances

data ImpliedStdDevQuote a Source

Quote for the implied standard deviation of an underlying

data EurodollarFutureQuote a Source

Quote for the Eurodollar-future implied standard deviation