HQu-0.0.0.3: quantitative finance library

Index - C

cadQ.Currencies.America
CalendarQ.Time.Date, Q.Time
CallQ.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
callOptionQ.ContingentClaim.Options
callSpreadQ.ContingentClaim.Options
Cash 
1 (Type/Class)Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
2 (Data Constructor)Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
CashFlow 
1 (Type/Class)Q.ContingentClaim
2 (Data Constructor)Q.ContingentClaim
CashOrNothingPayoffQ.Payoff
CCBuilderQ.ContingentClaim
cCodeQ.Currency
CCProcessor 
1 (Type/Class)Q.ContingentClaim
2 (Data Constructor)Q.ContingentClaim
CenteralDiffQ.Greeks
cfAmountQ.ContingentClaim
cFracsPerUnitQ.Currency
cfTimeQ.ContingentClaim
chfQ.Currencies.Europe
ChoKimKwakQ.Options.ImpliedVol.Normal
cIsoCodeQ.Currency
cNameQ.Currency
colorPairsQ.Plotting
ConstantQ.Options.ImpliedVol.StrikeInterpolation
ConstantCurvatureQ.Options.ImpliedVol.StrikeInterpolation
ConstantGradientQ.Options.ImpliedVol.StrikeInterpolation
ContingentClaim 
1 (Type/Class)Q.ContingentClaim
2 (Data Constructor)Q.ContingentClaim
cpiQ.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
CubicAkimaQ.Options.ImpliedVol.StrikeInterpolation
CubicMonotoneQ.Options.ImpliedVol.StrikeInterpolation
CubicNaturalQ.Options.ImpliedVol.StrikeInterpolation
Currency 
1 (Type/Class)Q.Currency
2 (Data Constructor)Q.Currency