hquantlib-0.0.2.5: HQuantLib is a port of essencial parts of QuantLib to Haskell

Safe HaskellSafe-Inferred
LanguageHaskell2010

QuantLib.Event

Synopsis

Documentation

class Event a where Source

Minimal complete definition

evDate

Methods

evDate :: a -> Date Source

evOccured :: a -> Date -> Bool Source

evOccuredInclude :: a -> Date -> Bool Source

evCompare :: a -> a -> Ordering Source

evEqual :: a -> a -> Bool Source

Instances

data CashFlow Source

Cash flows data type

Constructors

CashFlow 

Fields

cfDate :: Date
 
cfAmount :: Double
 

Instances

type Leg = [CashFlow] Source

Sequence of cash-flows

data Callability Source

Constructors

Call 

Fields

cPrice :: CallPrice
 
cDate :: Date
 
Put 

Fields

cPrice :: CallPrice
 
cDate :: Date
 

Instances