hquantlib-0.0.2.3: HQuantLib is a port of essencial parts of QuantLib to Haskell

Safe HaskellSafe-Infered

QuantLib.Event

Synopsis

Documentation

class Event a whereSource

Methods

evDate :: a -> DateSource

evOccured :: a -> Date -> BoolSource

evOccuredInclude :: a -> Date -> BoolSource

evCompare :: a -> a -> OrderingSource

evEqual :: a -> a -> BoolSource

Instances

data CashFlow Source

Cash flows data type

Constructors

CashFlow 

Fields

cfDate :: Date
 
cfAmount :: Double
 

Instances

type Leg = [CashFlow]Source

Sequence of cash-flows

data Callability Source

Constructors

Call 

Fields

cPrice :: CallPrice
 
cDate :: Date
 
Put 

Fields

cPrice :: CallPrice
 
cDate :: Date
 

Instances