HQu-0.0.0.3: quantitative finance library

Index - O

Obs1Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
Obs2Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
Obs3Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
Obs4Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
Obs5Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
Observables1 
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
Observables2 
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
Observables3 
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
Observables4 
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
Observables5 
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
observationTimesQ.MonteCarlo
OptionTypeQ.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice