q`ԯ      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUV W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~   Safe-InferredMCopula data types with parameters required by the concrete copula definition Plackett copula Marshall-Olkin copula Independent copula Husler-Reiss copula Not implemented yet! Gumbel copula Gaussian copula Not implemented yet! Galambos copula  Frank copula !Farlie-Gumbel-Morgenstern copula Ali-Mikhail-Haq copula  Max copula  Min copula Clayton copula Copula type class. 8 -| Normally instance should implement only copulaFunc. / -| Method copula provides a precheck for [0..1]< range for x and y but real implementation is in copulaFunc 6Original code and algorithm from the Quantlib project 2 implemented in Haskell by Nicholas Pezolano , npezolano at gmail.com      Safe-InferredEComputes the inverse cumulative standard normal distribution N(0, 1)  Safe-InferredNoneNone ;Quote for the Eurodollar-future implied standard deviation :Quote for the implied standard deviation of an underlying $4Market element whose value depends on another quote (@Market element whose value depends on two other market elements *First element +Second element ,Composition function -(Market element returning a stored value /'Base type class for market observables ! !"#$%&'()*+,-./01 !"#$%&'()*+,-./01/01-.()*+,$%&' !"#  !"#$%&'()*+,-./01 Safe-Inferred24All instruments and events have a net present value 234234234234NoneGNormal number generation using inverse cummulative normal distribution Normally distributed generator Box-Muller method 'Creates normally distributed generator None "Generalized Black-Scholes process Ornstein-Uhlenbeck process Square-root process  Ito process Geometric Brownian motion Path as list of Dots Dot. t and x pair 1D Stochastic process 9Discretization of stochastic process over given interval Generates sample path for given stochastic process under discretization and normal generator for given amount of steps, starting from x0 *     %          None7Euler end-point discretization of stochastic processes -Euler discretization of stochastic processes  !"#$ !" !"#$None 5Stochastic process generator <(This pricer gets the last point of path >"Path-dependant Monte Carlo engine C,Path pricer provides a price for given path E.Path generator is a stochastic path generator H9Summary type class aggregates all priced values of paths I)Updates summary with given priced pathes J>Defines a metric, i.e. calculate distance between 2 summaries KMonte Carlo engine function L2Monte Carlo engine function. Parallelized version 56789:;<=>?@ABCDEFGHIJKL%&56789:;<=>?@ABCDEFGHIJKLHIJEFGCDKL>?@AB<=56789:; 56789:;<=>?@ABCDEFGHIJKL%& Safe-Inferred'Currency specification (currency name, e.g.  U.S. dollar )!ISO 4217 three-letter code, e.g. USD * ISO 4217 numeric code, e.g. 840 +&number of fractionary parts in a unit ',()*+-',()*+',()*+- Safe-Inferred. Swiss france / Czech koruna 0 Danish krone 1European Euro 2British pound sterling ./012./012./012 Safe-Inferred3Canadian dollar 4 U.S. dollar 343434 Safe-Inferred ',()*+./01234NoneM;Composite instrument is an aggregate of other instruments. OInstrument type class MNOPQ56MNOPQMNOPQ56NoneRSingle stock instrument RSTU78RSTURSTU78None MNOPQRSTU OPQMNRSTUNoneVQDefines a holidays for given calendar. Corresponds to calendar class in QuantLib ZDate [ Week days cBusiness Day conventions i - These conventions specify the algorithm used to adjust a date in case it is not a valid business day. iGets a week day j'Generate a list of all dates inbetween k8Checks if the day is a weekend, i.e. Saturday or Sunday lGets the next working day VWXYZ[\]^_`abcdefghijklVWXYZ[\]^_`abcdefghijklVWXYZ[ba`_^]\chgfedijklNonem#Thirty day counters as in QuantLib qDay counter type class rName of day counter s"Number of business days inbetween tYear fraction mnopqrstu9 mnopqrstumponqrstu9 None VWXYZ[\]^_`abcdefghijklmnopqrstu chgfed[ba`_^]\ZVWXYijklqrstmponu Safe-Inferred   Safe-InferredvInterval price | Call price  Price types vwxyz{|}~vwxyz{|}~|~}vwxyz{vwxyz{|~} NoneSequence of cash-flows Cash flows data type :;<=>? :;<=>? None NoneInterval price time series  Time series None Yang-Zhang estimator Rogers-Stachel estimator Garman-Klass estimator Parkinson number Simple estimator without drift Simple estimator with drift $Type class of volatility estimators 0The estimation procedure that takes a series of v CEstimation type with strictness as it is usually required only one @ to process Volatility type ABCDEFGHIJKLMN ABCDEFGHIJKLMNNone  Safe-InferredPosition types  Safe-InferredNAmount of cash. Please, note that currency conversion is not implemented yet. OPOPNone3      !"None^       !"vwxyz{|}~Q !"#$%&'()*+,-./01234566789:;<<=>?@ABBCDEEFGHIIJKLMNOPPQRSTUVVWWXYZ[\]^_`abcdeefghiijklmnopqrstuvwxyz{|}~               1 2             !"#$%&%'&()*+,-./01-23456789:;<=> ? @ A B C DEFGHHIIJKLMNOPQRSTUVhquantlib-0.0.2.4QuantLib.Math.Copulas QuantLib.MathQuantLib.Options$QuantLib.PricingEngines.BlackFormulaQuantLib.QuotesQuantLib.PriceableQuantLib.Methods.MonteCarloQuantLib.Instruments QuantLib.TimeQuantLib.PricesQuantLib.EventQuantLib.PricingEnginesQuantLib.TimeSeriesQuantLib.Models.VolatilityQuantLib.PositionQuantLib.MoneyQuantLib.Math.InverseNormalQuantLib.Stochastic.RandomQuantLib.Stochastic.ProcessQuantLib.Stochastic.DiscretizeQuantLib.CurrencyQuantLib.Currencies.EuropeQuantLib.Currencies.AmericaQuantLib.CurrenciesQuantLib.Instruments.InstrumentQuantLib.Instruments.StockQuantLib.Time.DateQuantLib.Time.DayCounterQuantLib.ModelsQuantLib.StochasticQuantLibCopulasPlackettCopulaMarshallOlkinCopulaIndependentCopulaHuslerReissCopula GumbelCopulaGaussianCopulaGalambosCopula FrankCopulaFarlieGumbelMorgensternCopulaAliMikhailHaqCopula MaxCopula MinCopula ClaytonCopulaCopula inverseNormal OptionTypePutCalltoInttoDoubleblackFormulaImpliedStdDevEurodollarFutureQuote efqForward efqCallPrice efqPutPrice efqStrikeefqGuessImpliedStdDevQuoteisdqOptionType isdqForward isdqPrice isdqStrike isdqGuess DerivedQuotedqQuotedqDerivateFuncCompositeQuotecqQuote1cqQuote2 cqComposite SimpleQuoteQuoteqValue pureValue Priceablenpv errorEstimateProcessGeneratorpgStartpgLength pgProcess pgGenerator pgDiscretizeLastPointPricerPathMonteCarlo pmcSummary pmcPricer pmcGenerator PathPricerppPrice PathGeneratorpgMkNew pgGenerateSummary sSummarizesNorm monteCarlomonteCarloParallelCompositeInstrument InstrumentiDate iIsExpiredStocksQuotesDateHoliday isHoliday isBusinessDayhBusinessDayBetweenDateWeekDaySundaySaturdayFridayThursday WednesdayTuesdayMondayBusinessDayConvention UnadjustedModifiedPreceding PrecedingModifiedFollowing Following getWeekDaygetDaysBetween isWeekEndgetNextBusinessDay Thirty360 ThirtyItalianThirtyEuropean ThirtyUSA DayCounterdcNamedcCountdcYearFraction intGregorian IntervalPriceipOpenipHighipLowipClose CallPrice CleanPrice DirtyPricecpPrice PriceTypeMidSafeMidEqMidCloseLastAskBid CallabilitycPricecDateLegCashFlowcfDatecfAmountEventevDate evOccuredevOccuredInclude evCompareevEqual PricingEngine peCalculateIntervalPriceSeries TimeSeriesVolatilityEstimatorAlgorithmYangZhangEstimatorRogersSatchelEstimatorGarmanKlass5EstimatorParkinsonEstimatorSimpleDriftLessEstimatorSimpleEstimatorVolatilityEstimatorestimate Estimation VolatilityPositionShortLongMoneymValue mCurrency claytonCopulacopula copulaFunc precheckRangealiMikhailHaqCopulafarlieGumbelMorgenstern minCopula maxCopula frankCopulagalambosCopulagaussianCopula gumbelCopulahuslerReissCopulaindependentCopulamarshallOlkinCopulaplackettCopula$fCopulaCopulasa1a2a3a4a5a6b1b2b3b4b5c1c2c3c4c5c6d1d2d3d4xlowxhighulpinverseRecoveryinverseInLowerRegioninverseInCentralRegioninverseInHigherRegionblackImpliedStdDevHelpercdf&blackFormulaImpliedStdDevApproximation$fQuoteEurodollarFutureQuote$fQuoteImpliedStdDevQuote$fQuoteDerivedQuote$fQuoteCompositeQuote$fQuoteSimpleQuote InverseNormalNormalGenerator BoxMullercreateNormalGen ngGetNextngMkNewbmFirst bmSecondValuebmRng mkNormalGenmkInverseNormal$fNormalGeneratorInverseNormal$fNormalGeneratorBoxMullerBlackScholesProcessOrnsteinUhlenbeckProcessSquareRootProcess ItoProcessGeometricBrownianPathDotStochasticProcess Discretize generatePath bspRiskFree bspDividend bspBlackVoloupSpeedoupLeveloupSigmasrpSpeedsrpMeansrpSigmaipDriftipDiffgbDriftgbDiffgetTgetXdriftdiffevolvedDriftdDiffdDt&$fStochasticProcessBlackScholesProcess+$fStochasticProcessOrnsteinUhlenbeckProcess$$fStochasticProcessSquareRootProcess$fStochasticProcessItoProcess$$fStochasticProcessGeometricBrownianEndEulerEulereeDteDt$fDiscretizeEndEuler$fDiscretizeEuler$fPathGeneratorProcessGenerator$fPathPricerLastPointPricerCurrencycNamecCodecIsoCode cFracsPerUnit$fShowCurrencychfczkdkkeurgbpcadusd$fInstrumentCompositeInstrument$fPriceableCompositeInstrument$fPriceableStock$fInstrumentStock$fDayCounterThirty360$fOrdCallability$fEqCallability$fEventCallability $fOrdCashFlow $fEqCashFlow$fEventCashFlowghc-prim GHC.TypesDoubleTTT toLogArraysimplesimpleDriftLess parkinson garmanKlass5 rogersSatchelvarRStoSimpleLogWith yangZhang1$fVolatilityEstimatorVolatilityEstimatorAlgorithm $fNumMoney $fShowMoney