hquantlib-0.0.2.0: HQuantLib is a port of essencial parts of QuantLib to Haskell

Index

AskQuantLib.Prices, QuantLib
BidQuantLib.Prices, QuantLib
blackFormulaImpliedStdDevQuantLib.PricingEngines.BlackFormula
BlackScholesProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
BoxMullerQuantLib.Stochastic, QuantLib
bspBlackVolQuantLib.Stochastic, QuantLib
bspDividendQuantLib.Stochastic, QuantLib
bspRiskFreeQuantLib.Stochastic, QuantLib
BusinessDayConventionQuantLib.Time
cadQuantLib.Currencies
Call 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
CallabilityQuantLib.Event
CallPriceQuantLib.Prices, QuantLib
CashFlow 
1 (Type/Class)QuantLib.Event
2 (Data Constructor)QuantLib.Event
cCodeQuantLib.Currencies
cDateQuantLib.Event
cfAmountQuantLib.Event
cfDateQuantLib.Event
cFracsPerUnitQuantLib.Currencies
chfQuantLib.Currencies
cIsoCodeQuantLib.Currencies
CleanPriceQuantLib.Prices, QuantLib
cloneRNGQuantLib.Stochastic, QuantLib
CloseQuantLib.Prices, QuantLib
cNameQuantLib.Currencies
CompositeInstrument 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
CompositeQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
copyRNGQuantLib.Stochastic, QuantLib
cpPriceQuantLib.Prices, QuantLib
cPriceQuantLib.Event
cqCompositeQuantLib.Quotes
cqQuote1QuantLib.Quotes
cqQuote2QuantLib.Quotes
createNormalGenQuantLib.Stochastic, QuantLib
Currency 
1 (Type/Class)QuantLib.Currencies
2 (Data Constructor)QuantLib.Currencies
czkQuantLib.Currencies
DateQuantLib.Time
DayCounterQuantLib.Time
dcCountQuantLib.Time
dcNameQuantLib.Time
dcYearFractionQuantLib.Time
dDiffQuantLib.Stochastic, QuantLib
dDriftQuantLib.Stochastic, QuantLib
dDtQuantLib.Stochastic, QuantLib
DerivedQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
diffQuantLib.Stochastic, QuantLib
DirtyPriceQuantLib.Prices, QuantLib
DiscretizeQuantLib.Stochastic, QuantLib
dkkQuantLib.Currencies
Dot 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
DoubleVolatilityEstimatorQuantLib.VolatilityModel
dqDerivateFuncQuantLib.Quotes
dqQuoteQuantLib.Quotes
driftQuantLib.Stochastic, QuantLib
dveCalculateQuantLib.VolatilityModel
eDtQuantLib.Stochastic, QuantLib
eeDtQuantLib.Stochastic, QuantLib
efqCallPriceQuantLib.Quotes
efqForwardQuantLib.Quotes
efqGuessQuantLib.Quotes
efqPutPriceQuantLib.Quotes
efqStrikeQuantLib.Quotes
EndEuler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
Euler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
eurQuantLib.Currencies
EurodollarFutureQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
evCompareQuantLib.Event
evDateQuantLib.Event
EventQuantLib.Event
evEqualQuantLib.Event
evOccuredQuantLib.Event
evOccuredIncludeQuantLib.Event
evolveQuantLib.Stochastic, QuantLib
FollowingQuantLib.Time
FridayQuantLib.Time
GarmanKlass 
1 (Type/Class)QuantLib.VolatilityModel
2 (Data Constructor)QuantLib.VolatilityModel
GarmanKlassPointQuantLib.VolatilityModel
GarmanKlassSimpleSigmaQuantLib.VolatilityModel
gbDiffQuantLib.Stochastic, QuantLib
gbDriftQuantLib.Stochastic, QuantLib
gbpQuantLib.Currencies
generatePathQuantLib.Stochastic, QuantLib
GeometricBrownian 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
getDaysBetweenQuantLib.Time
getMaxQuantLib.Stochastic, QuantLib
getMinQuantLib.Stochastic, QuantLib
getNameQuantLib.Stochastic, QuantLib
getNextBusinessDayQuantLib.Time
getSampleQuantLib.Stochastic, QuantLib
getSizeQuantLib.Stochastic, QuantLib
getStateQuantLib.Stochastic, QuantLib
getTQuantLib.Stochastic, QuantLib
getUniformQuantLib.Stochastic, QuantLib
getUniformIntQuantLib.Stochastic, QuantLib
getUniformPosQuantLib.Stochastic, QuantLib
getWeekDayQuantLib.Time
getXQuantLib.Stochastic, QuantLib
gkYearFractionQuantLib.VolatilityModel
hBusinessDayBetweenQuantLib.Time
HolidayQuantLib.Time
iDateQuantLib.Instruments
iErrorEstimateQuantLib.Instruments
iIsExpiredQuantLib.Instruments
ImpliedStdDevQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
iNPVQuantLib.Instruments
InstrumentQuantLib.Instruments
IntervalPointCalculatorQuantLib.VolatilityModel
IntervalPrice 
1 (Type/Class)QuantLib.Prices, QuantLib
2 (Data Constructor)QuantLib.Prices, QuantLib
IntervalVolatilityEstimatorQuantLib.VolatilityModel
ipcCalculatePointQuantLib.VolatilityModel
ipCloseQuantLib.Prices, QuantLib
ipDiffQuantLib.Stochastic, QuantLib
ipDriftQuantLib.Stochastic, QuantLib
ipHighQuantLib.Prices, QuantLib
ipLowQuantLib.Prices, QuantLib
ipOpenQuantLib.Prices, QuantLib
isBusinessDayQuantLib.Time
isdqForwardQuantLib.Quotes
isdqGuessQuantLib.Quotes
isdqOptionTypeQuantLib.Quotes
isdqPriceQuantLib.Quotes
isdqStrikeQuantLib.Quotes
isHolidayQuantLib.Time
isWeekEndQuantLib.Time
ItoProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
iveCalculateQuantLib.VolatilityModel
LastQuantLib.Prices, QuantLib
LastPointPricer 
1 (Type/Class)QuantLib.Methods.MonteCarlo
2 (Data Constructor)QuantLib.Methods.MonteCarlo
LegQuantLib.Event
LongQuantLib.Position, QuantLib
mCurrencyQuantLib.Money, QuantLib
MidQuantLib.Prices, QuantLib
MidEqQuantLib.Prices, QuantLib
MidSafeQuantLib.Prices, QuantLib
mkNormalGenQuantLib.Stochastic, QuantLib
ModifiedFollowingQuantLib.Time
ModifiedPrecedingQuantLib.Time
MondayQuantLib.Time
Money 
1 (Type/Class)QuantLib.Money, QuantLib
2 (Data Constructor)QuantLib.Money, QuantLib
monteCarloQuantLib.Methods.MonteCarlo
monteCarloParallelQuantLib.Methods.MonteCarlo
mt19937QuantLib.Stochastic, QuantLib
mValueQuantLib.Money, QuantLib
newRNGQuantLib.Stochastic, QuantLib
ngGetNextQuantLib.Stochastic, QuantLib
ngMkNewQuantLib.Stochastic, QuantLib
NormalGeneratorQuantLib.Stochastic, QuantLib
OptionTypeQuantLib.Options
OrnsteinUhlenbeckProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
oupLevelQuantLib.Stochastic, QuantLib
oupSigmaQuantLib.Stochastic, QuantLib
oupSpeedQuantLib.Stochastic, QuantLib
ParkinsonSigmaQuantLib.VolatilityModel
PathQuantLib.Stochastic, QuantLib
PathGeneratorQuantLib.Methods.MonteCarlo
PathMonteCarlo 
1 (Type/Class)QuantLib.Methods.MonteCarlo
2 (Data Constructor)QuantLib.Methods.MonteCarlo
PathPricerQuantLib.Methods.MonteCarlo
peCalculateQuantLib.PricingEngines
pgDiscretizeQuantLib.Methods.MonteCarlo
pgGenerateQuantLib.Methods.MonteCarlo
pgGeneratorQuantLib.Methods.MonteCarlo
pgLengthQuantLib.Methods.MonteCarlo
pgMkNewQuantLib.Methods.MonteCarlo
pgProcessQuantLib.Methods.MonteCarlo
pgStartQuantLib.Methods.MonteCarlo
pmcGeneratorQuantLib.Methods.MonteCarlo
pmcPricerQuantLib.Methods.MonteCarlo
pmcSummaryQuantLib.Methods.MonteCarlo
PositionQuantLib.Position, QuantLib
ppPriceQuantLib.Methods.MonteCarlo
PrecedingQuantLib.Time
PriceTypeQuantLib.Prices, QuantLib
PricingEngineQuantLib.PricingEngines
ProcessGenerator 
1 (Type/Class)QuantLib.Methods.MonteCarlo
2 (Data Constructor)QuantLib.Methods.MonteCarlo
pureValueQuantLib.Quotes
Put 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
QuoteQuantLib.Quotes
qValueQuantLib.Quotes
RNGQuantLib.Stochastic, QuantLib
RNGTypeQuantLib.Stochastic, QuantLib
rngTypeQuantLib.Stochastic, QuantLib
SaturdayQuantLib.Time
sDateQuantLib.Instruments
setSeedQuantLib.Stochastic, QuantLib
setStateQuantLib.Stochastic, QuantLib
ShortQuantLib.Position, QuantLib
SimpleLocalEstimator 
1 (Type/Class)QuantLib.VolatilityModel
2 (Data Constructor)QuantLib.VolatilityModel
SimpleQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
sleYearFractionQuantLib.VolatilityModel
sNormQuantLib.Methods.MonteCarlo
SquareRootProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
sQuoteQuantLib.Instruments
srpMeanQuantLib.Stochastic, QuantLib
srpSigmaQuantLib.Stochastic, QuantLib
srpSpeedQuantLib.Stochastic, QuantLib
sSummarizeQuantLib.Methods.MonteCarlo
StochasticProcessQuantLib.Stochastic, QuantLib
Stock 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
SummaryQuantLib.Methods.MonteCarlo
SundayQuantLib.Time
Thirty360QuantLib.Time
ThirtyEuropeanQuantLib.Time
ThirtyItalianQuantLib.Time
ThirtyUSAQuantLib.Time
ThursdayQuantLib.Time
TimeSeriesQuantLib.TimeSeries, QuantLib
toDoubleQuantLib.Options
toIntQuantLib.Options
TuesdayQuantLib.Time
UnadjustedQuantLib.Time
usdQuantLib.Currencies
VolatilityQuantLib.VolatilityModel
VolatilitySeriesQuantLib.VolatilityModel
WednesdayQuantLib.Time
WeekDayQuantLib.Time