hquantlib-0.0.2.3: HQuantLib is a port of essencial parts of QuantLib to Haskell

Index

AliMikhailHaqCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
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
ClaytonCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
CleanPriceQuantLib.Prices, 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
CopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
CopulasQuantLib.Math.Copulas, QuantLib.Math, 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
errorEstimateQuantLib.Priceable
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
FarlieGumbelMorgensternCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
FollowingQuantLib.Time
FrankCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
FridayQuantLib.Time
GalambosCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
GarmanKlass 
1 (Type/Class)QuantLib.VolatilityModel
2 (Data Constructor)QuantLib.VolatilityModel
GarmanKlassPointQuantLib.VolatilityModel
GarmanKlassSimpleSigmaQuantLib.VolatilityModel
GaussianCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
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
getNextBusinessDayQuantLib.Time
getTQuantLib.Stochastic, QuantLib
getWeekDayQuantLib.Time
getXQuantLib.Stochastic, QuantLib
gkYearFractionQuantLib.VolatilityModel
GumbelCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
hBusinessDayBetweenQuantLib.Time
HolidayQuantLib.Time
HuslerReissCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
iDateQuantLib.Instruments
iIsExpiredQuantLib.Instruments
ImpliedStdDevQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
IndependentCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
InstrumentQuantLib.Instruments
IntervalPointCalculatorQuantLib.VolatilityModel
IntervalPrice 
1 (Type/Class)QuantLib.Prices, QuantLib
2 (Data Constructor)QuantLib.Prices, QuantLib
IntervalVolatilityEstimatorQuantLib.VolatilityModel
intGregorianQuantLib.Time
InverseNormalQuantLib.Stochastic, QuantLib
inverseNormalQuantLib.Math, QuantLib
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
MarshallOlkinCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
MaxCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
mCurrencyQuantLib.Money, QuantLib
MidQuantLib.Prices, QuantLib
MidEqQuantLib.Prices, QuantLib
MidSafeQuantLib.Prices, QuantLib
MinCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
mkInverseNormalQuantLib.Stochastic, 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
mValueQuantLib.Money, QuantLib
ngGetNextQuantLib.Stochastic, QuantLib
ngMkNewQuantLib.Stochastic, QuantLib
NormalGeneratorQuantLib.Stochastic, QuantLib
npvQuantLib.Priceable
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
PlackettCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
pmcGeneratorQuantLib.Methods.MonteCarlo
pmcPricerQuantLib.Methods.MonteCarlo
pmcSummaryQuantLib.Methods.MonteCarlo
PositionQuantLib.Position, QuantLib
ppPriceQuantLib.Methods.MonteCarlo
PrecedingQuantLib.Time
PriceableQuantLib.Priceable
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
SaturdayQuantLib.Time
sDateQuantLib.Instruments
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