QuantLib.Quotes

Documentation

class Quote a where

Base type class for market observables

Minimal complete definition

qValue

Methods

qValue :: a -> Maybe Double

pureValue :: a -> Double

Instances

Quote SimpleQuote

Methods

qValue :: SimpleQuote -> Maybe Double

pureValue :: SimpleQuote -> Double

Quote a => Quote (EurodollarFutureQuote a)

Methods

qValue :: EurodollarFutureQuote a -> Maybe Double

pureValue :: EurodollarFutureQuote a -> Double

Quote a => Quote (ImpliedStdDevQuote a)

Methods

qValue :: ImpliedStdDevQuote a -> Maybe Double

pureValue :: ImpliedStdDevQuote a -> Double

Quote (DerivedQuote a)

Methods

qValue :: DerivedQuote a -> Maybe Double

pureValue :: DerivedQuote a -> Double

Quote (CompositeQuote a)

Methods

qValue :: CompositeQuote a -> Maybe Double

pureValue :: CompositeQuote a -> Double

data SimpleQuote

Market element returning a stored value

Constructors

SimpleQuote (Maybe Double)

Instances

Eq SimpleQuote

Methods

(==) :: SimpleQuote -> SimpleQuote -> Bool

(/=) :: SimpleQuote -> SimpleQuote -> Bool

Show SimpleQuote

Methods

showsPrec :: Int -> SimpleQuote -> ShowS

show :: SimpleQuote -> String

showList :: [SimpleQuote] -> ShowS

Quote SimpleQuote

Methods

qValue :: SimpleQuote -> Maybe Double

pureValue :: SimpleQuote -> Double

data CompositeQuote a

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

Quote (CompositeQuote a)

Methods

qValue :: CompositeQuote a -> Maybe Double

pureValue :: CompositeQuote a -> Double

data DerivedQuote a

Market element whose value depends on another quote

Constructors

DerivedQuote

Fields

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

Instances

Quote (DerivedQuote a)

Methods

qValue :: DerivedQuote a -> Maybe Double

pureValue :: DerivedQuote a -> Double

data ImpliedStdDevQuote a

Quote for the implied standard deviation of an underlying

Constructors

ImpliedStdDevQuote

Fields

• isdqOptionType :: OptionType
• isdqForward :: a
• isdqPrice :: a
• isdqStrike :: Double
• isdqGuess :: Maybe Double

Instances

Show a => Show (ImpliedStdDevQuote a)

Methods

showsPrec :: Int -> ImpliedStdDevQuote a -> ShowS

show :: ImpliedStdDevQuote a -> String

showList :: [ImpliedStdDevQuote a] -> ShowS

Quote a => Quote (ImpliedStdDevQuote a)

Methods

qValue :: ImpliedStdDevQuote a -> Maybe Double

pureValue :: ImpliedStdDevQuote a -> Double

data EurodollarFutureQuote a

Quote for the Eurodollar-future implied standard deviation

Constructors

EurodollarFutureQuote

Fields

• efqForward :: a
• efqCallPrice :: a
• efqPutPrice :: a
• efqStrike :: Double
• efqGuess :: Maybe Double

Instances

Show a => Show (EurodollarFutureQuote a)

Methods

showsPrec :: Int -> EurodollarFutureQuote a -> ShowS

show :: EurodollarFutureQuote a -> String

showList :: [EurodollarFutureQuote a] -> ShowS

Quote a => Quote (EurodollarFutureQuote a)

Methods

qValue :: EurodollarFutureQuote a -> Maybe Double

pureValue :: EurodollarFutureQuote a -> Double