QuantLib.Instruments

Documentation

class Instrument a where

Instrument type class

Minimal complete definition

iDate, iIsExpired

Methods

iDate :: a -> LocalTime

iIsExpired :: a -> Bool

Instances

Instrument CompositeInstrument

Methods

iDate :: CompositeInstrument -> LocalTime

iIsExpired :: CompositeInstrument -> Bool

Instrument Stock

Methods

iDate :: Stock -> LocalTime

iIsExpired :: Stock -> Bool

data CompositeInstrument

Composite instrument is an aggregate of other instruments.

Constructors

(Instrument a, Priceable a) => CompositeInstrument (Map a Double)

Instances

Priceable CompositeInstrument

Methods

npv :: CompositeInstrument -> Double

errorEstimate :: CompositeInstrument -> Double

Instrument CompositeInstrument

Methods

iDate :: CompositeInstrument -> LocalTime

iIsExpired :: CompositeInstrument -> Bool

data Stock

Single stock instrument

Constructors

Stock

Fields

• sQuote :: Double
• sDate :: LocalTime

Instances

Show Stock

Methods

showsPrec :: Int -> Stock -> ShowS

show :: Stock -> String

showList :: [Stock] -> ShowS

Priceable Stock

Methods

npv :: Stock -> Double

errorEstimate :: Stock -> Double

Instrument Stock

Methods

iDate :: Stock -> LocalTime

iIsExpired :: Stock -> Bool