HQu-0.0.0.3: quantitative finance library (Index - G)

HQu-0.0.0.3: quantitative finance library

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Index - G

Gamma
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
Gatheral	Q.Options.ImpliedVol.TimeInterpolation
gbDiff	Q.Stochastic.Process, Q.Stochastic
gbDrift	Q.Stochastic.Process, Q.Stochastic
gbp	Q.Currencies.Europe
GeometricBrownian
1 (Type/Class)	Q.Stochastic.Process, Q.Stochastic
2 (Data Constructor)	Q.Stochastic.Process, Q.Stochastic
get1	Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
get2	Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
get3	Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
get4	Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
get5	Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice