quantfin-0.2.0.0: Quant finance library in pure Haskell.

Safe HaskellSafe-Inferred
LanguageHaskell2010

Quant.Types

Synopsis

Documentation

data CashFlow Source

A CashFlow is just a time and an amount.

Constructors

CashFlow 

Fields

cfTime :: Time
 
cfAmount :: Double
 

data Observables2 Source

Two observable container.

Constructors

Observables2 !Double !Double 

data Observables3 Source

Three observable container.

Constructors

Observables3 !Double !Double !Double 

data OptionType Source

Type for Put or Calls

Constructors

Put 
Call 

class Obs2 a => Obs3 a where Source

Methods

get3 :: a -> Double Source

class Obs3 a => Obs4 a where Source

Methods

get4 :: a -> Double Source

class Obs4 a => Obs5 a where Source

Methods

get5 :: a -> Double Source

Instances