hquantlib-0.0.1.2: HQuantLib is a port of essencial parts of QuantLib to Haskell

Index

AskQuantLib.Prices, QuantLib
BidQuantLib.Prices, QuantLib
blackFormulaImpliedStdDevQuantLib.PricingEngines.BlackFormula
BlackScholesProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
BoxMullerQuantLib.Stochastic, QuantLib
bspBlackVolQuantLib.Stochastic, QuantLib
bspDividendQuantLib.Stochastic, QuantLib
bspRiskFreeQuantLib.Stochastic, QuantLib
cadQuantLib.Currencies
Call 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
CallabilityQuantLib.Event
CallPriceQuantLib.Prices, QuantLib
CashFlow 
1 (Type/Class)QuantLib.Event
2 (Data Constructor)QuantLib.Event
cCodeQuantLib.Currencies
cDateQuantLib.Event
cfAmountQuantLib.Event
cfDateQuantLib.Event
cFracsPerUnitQuantLib.Currencies
chfQuantLib.Currencies
cIsoCodeQuantLib.Currencies
CleanPriceQuantLib.Prices, QuantLib
cloneRNGQuantLib.Stochastic, QuantLib
CloseQuantLib.Prices, QuantLib
cNameQuantLib.Currencies
CompositeInstrument 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
CompositeQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
copyRNGQuantLib.Stochastic, QuantLib
cpPriceQuantLib.Prices, QuantLib
cPriceQuantLib.Event
cqCompositeQuantLib.Quotes
cqQuote1QuantLib.Quotes
cqQuote2QuantLib.Quotes
createNormalGenQuantLib.Stochastic, QuantLib
Currency 
1 (Type/Class)QuantLib.Currencies
2 (Data Constructor)QuantLib.Currencies
czkQuantLib.Currencies
dDiffQuantLib.Stochastic, QuantLib
dDriftQuantLib.Stochastic, QuantLib
dDtQuantLib.Stochastic, QuantLib
DerivedQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
diffQuantLib.Stochastic, QuantLib
DirtyPriceQuantLib.Prices, QuantLib
DiscretizeQuantLib.Stochastic, QuantLib
dkkQuantLib.Currencies
Dot 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
DoubleVolatilityEstimatorQuantLib.VolatilityModel
dqDerivateFuncQuantLib.Quotes
dqQuoteQuantLib.Quotes
driftQuantLib.Stochastic, QuantLib
dveCalculateQuantLib.VolatilityModel
eDtQuantLib.Stochastic, QuantLib
eeDtQuantLib.Stochastic, QuantLib
efqCallPriceQuantLib.Quotes
efqForwardQuantLib.Quotes
efqGuessQuantLib.Quotes
efqPutPriceQuantLib.Quotes
efqStrikeQuantLib.Quotes
EndEuler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
Euler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
eurQuantLib.Currencies
EurodollarFutureQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
evCompareQuantLib.Event
evDateQuantLib.Event
EventQuantLib.Event
evEqualQuantLib.Event
evOccuredQuantLib.Event
evOccuredIncludeQuantLib.Event
evolveQuantLib.Stochastic, QuantLib
GarmanKlass 
1 (Type/Class)QuantLib.VolatilityModel
2 (Data Constructor)QuantLib.VolatilityModel
GarmanKlassPointQuantLib.VolatilityModel
GarmanKlassSimpleSigmaQuantLib.VolatilityModel
gbDiffQuantLib.Stochastic, QuantLib
gbDriftQuantLib.Stochastic, QuantLib
gbpQuantLib.Currencies
generatePathQuantLib.Stochastic, QuantLib
GeometricBrownian 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
getMaxQuantLib.Stochastic, QuantLib
getMinQuantLib.Stochastic, QuantLib
getNameQuantLib.Stochastic, QuantLib
getSampleQuantLib.Stochastic, QuantLib
getSizeQuantLib.Stochastic, QuantLib
getStateQuantLib.Stochastic, QuantLib
getTQuantLib.Stochastic, QuantLib
getUniformQuantLib.Stochastic, QuantLib
getUniformIntQuantLib.Stochastic, QuantLib
getUniformPosQuantLib.Stochastic, QuantLib
getXQuantLib.Stochastic, QuantLib
gkYearFractionQuantLib.VolatilityModel
iDateQuantLib.Instruments
iErrorEstimateQuantLib.Instruments
iIsExpiredQuantLib.Instruments
ImpliedStdDevQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
iNPVQuantLib.Instruments
InstrumentQuantLib.Instruments
IntervalPointCalculatorQuantLib.VolatilityModel
IntervalPrice 
1 (Type/Class)QuantLib.Prices, QuantLib
2 (Data Constructor)QuantLib.Prices, QuantLib
IntervalVolatilityEstimatorQuantLib.VolatilityModel
ipcCalculatePointQuantLib.VolatilityModel
ipCloseQuantLib.Prices, QuantLib
ipDiffQuantLib.Stochastic, QuantLib
ipDriftQuantLib.Stochastic, QuantLib
ipHighQuantLib.Prices, QuantLib
ipLowQuantLib.Prices, QuantLib
ipOpenQuantLib.Prices, QuantLib
isdqForwardQuantLib.Quotes
isdqGuessQuantLib.Quotes
isdqOptionTypeQuantLib.Quotes
isdqPriceQuantLib.Quotes
isdqStrikeQuantLib.Quotes
ItoProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
iveCalculateQuantLib.VolatilityModel
LastQuantLib.Prices, QuantLib
LongQuantLib.Position, QuantLib
mCurrencyQuantLib.Money, QuantLib
MidQuantLib.Prices, QuantLib
MidEqQuantLib.Prices, QuantLib
MidSafeQuantLib.Prices, QuantLib
Money 
1 (Type/Class)QuantLib.Money, QuantLib
2 (Data Constructor)QuantLib.Money, QuantLib
mt19937QuantLib.Stochastic, QuantLib
mValueQuantLib.Money, QuantLib
newRNGQuantLib.Stochastic, QuantLib
ngGetNextQuantLib.Stochastic, QuantLib
NormalGeneratorQuantLib.Stochastic, QuantLib
OptionTypeQuantLib.Options
OrnsteinUhlenbeckProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
oupLevelQuantLib.Stochastic, QuantLib
oupSigmaQuantLib.Stochastic, QuantLib
oupSpeedQuantLib.Stochastic, QuantLib
ParkinsonSigmaQuantLib.VolatilityModel
PathQuantLib.Stochastic, QuantLib
peCalculateQuantLib.PricingEngines
PositionQuantLib.Position, QuantLib
PriceTypeQuantLib.Prices, QuantLib
PricingEngineQuantLib.PricingEngines
pureValueQuantLib.Quotes
Put 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
QuoteQuantLib.Quotes
qValueQuantLib.Quotes
RNGQuantLib.Stochastic, QuantLib
RNGTypeQuantLib.Stochastic, QuantLib
rngTypeQuantLib.Stochastic, QuantLib
sDateQuantLib.Instruments
setSeedQuantLib.Stochastic, QuantLib
setStateQuantLib.Stochastic, QuantLib
ShortQuantLib.Position, QuantLib
SimpleLocalEstimator 
1 (Type/Class)QuantLib.VolatilityModel
2 (Data Constructor)QuantLib.VolatilityModel
SimpleQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
sleYearFractionQuantLib.VolatilityModel
SquareRootProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
sQuoteQuantLib.Instruments
srpMeanQuantLib.Stochastic, QuantLib
srpSigmaQuantLib.Stochastic, QuantLib
srpSpeedQuantLib.Stochastic, QuantLib
StochasticProcessQuantLib.Stochastic, QuantLib
Stock 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
TimeSeriesQuantLib.TimeSeries, QuantLib
toDoubleQuantLib.Options
toIntQuantLib.Options
usdQuantLib.Currencies
VolatilityQuantLib.VolatilityModel
VolatilitySeriesQuantLib.VolatilityModel