tscN      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\] ^ _ ` 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-InferredLCopula data types with parameters required by the concrete copula definitionPlackett copulaMarshall-Olkin copulaIndependent copulaHusler-Reiss copula Not implemented yet! Gumbel copulaGaussian copula Not implemented yet!Galambos copula Frank copula  Farlie-Gumbel-Morgenstern copula Ali-Mikhail-Haq copula  Max copula  Min copula Clayton copulaCopula type class. -| Normally instance should implement only copulaFunc. -| Method copula provides a precheck for [0..1] range for x and y but real implementation is in copulaFuncOriginal code and algorithm from the Quantlib project implemented in Haskell by Nicholas Pezolano npezolano "at" gmail.com      Safe-InferredDComputes the inverse cumulative standard normal distribution N(0, 1) Safe-InferredNoneNone :Quote for the Eurodollar-future implied standard deviation9Quote for the implied standard deviation of an underlying$3Market element whose value depends on another quote(?Market element whose value depends on two other market elements* First element+Second element,Composition function-'Market element returning a stored value/&Base type class for market observables! !"#$%&'()*+,-./0123456 !"#$%&'()*+,-./01!/01-.6()*+,5$%&'4 !"#32  !"#$%&'()*+,-./0123456 Safe-Inferred:M73All instruments and events have a net present value789789789789NoneFNormal number generation using inverse cummulative normal distributionNormally distributed generatorBox-Muller method&Creates normally distributed generatorNone !Generalized Black-Scholes processOrnstein-Uhlenbeck processSquare-root process Ito processGeometric Brownian motionPath as list of DotsDot. t and x pair1D Stochastic process8Discretization of stochastic process over given intervalGenerates sample path for given stochastic process under discretization and normal generator for given amount of steps, starting from x0*      !"#$%&%      !      !"#$%&None'6Euler end-point discretization of stochastic processes(,Euler discretization of stochastic processes')*(+,-.')*(+,')*(+,-.None68 :Stochastic process generatorA'This pricer gets the last point of pathC!Path-dependant Monte Carlo engineH+Path pricer provides a price for given pathJ-Path generator is a stochastic path generatorM8Summary type class aggregates all priced values of pathsN(Updates summary with given priced pathesO=Defines a metric, i.e. calculate distance between 2 summariesPMonte Carlo engine functionQ1Monte Carlo engine function. Parallelized version:;<=>?@ABCDEFGHIJKLMNOPQRS:;<=>?@ABCDEFGHIJKLMNOPQMNOJKLHIPQCDEFGABS:;<=>?@R :;<=>?@ABCDEFGHIJKLMNOPQRS Safe-Inferred/Currency specification0!currency name, e.g. "U.S. dollar"1!ISO 4217 three-letter code, e.g. USD2ISO 4217 numeric code, e.g. 8403%number of fractionary parts in a unit/401235/40123/401235 Safe-Inferred6 Swiss france7 Czech koruna8 Danish krone9 European Euro:British pound sterling6789:6789:6789: Safe-Inferred;Canadian dollar< U.S. dollar;<;<;< Safe-Inferred /401236789:;< Safe-Inferred:MT:Composite instrument is an aggregate of other instruments.VInstrument type classTUVWX=>TUVWXTUVWX=> Safe-InferredYSingle stock instrument YZ[\?@YZ[\YZ[\?@ Safe-Inferred:M TUVWXYZ[\ VWXTUYZ[\ Safe-Inferred]PDefines a holidays for given calendar. Corresponds to calendar class in QuantLibaDateb Week daysjBusiness Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.pGets a week day q&Generate a list of all dates inbetweenr7Checks if the day is a weekend, i.e. Saturday or SundaysGets the next working day]^_`abcdefghijklmnopqrs]^_`abcdefghijklmnopqrs]^_`abihgfedcjonmlkpqrs Safe-Inferredt"Thirty day counters as in QuantLibxDay counter type classyName of day counterz!Number of business days inbetween{ Year fraction tuvwxyz{|A tuvwxyz{|twvuxyz{|A  Safe-Inferred ]^_`abcdefghijklmnopqrstuvwxyz{| jonmlkbihgfedca]^_`pqrsxyz{twvu| Safe-Inferred   Safe-Inferred}Interval price Call price Price types}~}~}~}~  Safe-InferredSequence of cash-flowsCash flows data type   Safe-Inferred6  Safe-InferredInterval price time series Time seriesNone Yang-Zhang estimatorRogers-Stachel estimatorGarman-Klass estimatorParkinson numberSimple estimator without driftSimple estimator with drift#Type class of volatility estimators0The estimation procedure that takes a series of }CEstimation type with strictness as it is usually required only one B to processVolatility typeCDEFGHIJKLMNOP CDEFGHIJKLMNOPNone  Safe-InferredPosition types Safe-InferredMAmount of cash. Please, note that currency conversion is not implemented yet.None3      !')*(+,None^       !')*(+,}~Q !"#$%&'()*+,-./01234566789:;<<=>?@ABBCDEEFGHIIJKLMNOPQRSTUUVWXYZ[[\\]^_`abcdefghijkllmnoppqrstuvwxyz{|}~               1 2                !"#$%&'()*+,-./0/10234567895:;<=>?@ABCDEFGHIJJKKLMNOPQRSTUVhquantlib-0.0.2.5QuantLib.Math.Copulas QuantLib.MathQuantLib.Options$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$fQuoteEurodollarFutureQuote$fQuoteImpliedStdDevQuote$fQuoteDerivedQuote$fQuoteCompositeQuote$fQuoteSimpleQuote Priceablenpv errorEstimateProcessGeneratorpgStartpgLength pgProcess pgGenerator pgDiscretizeLastPointPricerPathMonteCarlo pmcSummary pmcPricer pmcGenerator PathPricerppPrice PathGeneratorpgMkNew pgGenerateSummary sSummarizesNorm monteCarlomonteCarloParallel$fPathGeneratorProcessGenerator$fPathPricerLastPointPricerCompositeInstrument InstrumentiDate iIsExpiredStocksQuotesDateHoliday isHoliday isBusinessDayhBusinessDayBetweenDateWeekDaySundaySaturdayFridayThursday WednesdayTuesdayMondayBusinessDayConvention UnadjustedModifiedPreceding PrecedingModifiedFollowing Following getWeekDaygetDaysBetween isWeekEndgetNextBusinessDay Thirty360 ThirtyItalianThirtyEuropean ThirtyUSA DayCounterdcNamedcCountdcYearFraction intGregorian IntervalPriceipOpenipHighipLowipClose CallPrice CleanPrice DirtyPricecpPrice PriceTypeMidSafeMidEqMidCloseLastAskBid CallabilitycPricecDateLegCashFlowcfDatecfAmountEventevDate evOccuredevOccuredInclude evCompareevEqual$fOrdCallability$fEqCallability$fEventCallability $fOrdCashFlow $fEqCashFlow$fEventCashFlow PricingEngine peCalculateIntervalPriceSeries TimeSeriesVolatilityEstimatorAlgorithmYangZhangEstimatorRogersSatchelEstimatorGarmanKlass5EstimatorParkinsonEstimatorSimpleDriftLessEstimatorSimpleEstimatorVolatilityEstimatorestimate Estimation VolatilityPositionShortLongMoneymValue mCurrency $fNumMoney $fShowMoney claytonCopulacopula copulaFunc precheckRangealiMikhailHaqCopulafarlieGumbelMorgenstern minCopula maxCopula frankCopulagalambosCopulagaussianCopula gumbelCopulahuslerReissCopulaindependentCopulamarshallOlkinCopulaplackettCopula$fCopulaCopulasa1a2a3a4a5a6b1b2b3b4b5c1c2c3c4c5c6d1d2d3d4xlowxhighulpinverseRecoveryinverseInLowerRegioninverseInCentralRegioninverseInHigherRegionblackImpliedStdDevHelpercdf&blackFormulaImpliedStdDevApproximation InverseNormalNormalGenerator BoxMullercreateNormalGen ngGetNextngMkNewbmFirst bmSecondValuebmRng mkNormalGenmkInverseNormal$fNormalGeneratorInverseNormal$fNormalGeneratorBoxMullerBlackScholesProcessOrnsteinUhlenbeckProcessSquareRootProcess ItoProcessGeometricBrownianPathDotStochasticProcess Discretize generatePath bspRiskFree bspDividend bspBlackVoloupSpeedoupLeveloupSigmasrpSpeedsrpMeansrpSigmaipDriftipDiffgbDriftgbDiffgetTgetXdriftdiffevolvedDriftdDiffdDt&$fStochasticProcessBlackScholesProcess+$fStochasticProcessOrnsteinUhlenbeckProcess$$fStochasticProcessSquareRootProcess$fStochasticProcessItoProcess$$fStochasticProcessGeometricBrownianEndEulerEulereeDteDt$fDiscretizeEndEuler$fDiscretizeEulerCurrencycNamecCodecIsoCode cFracsPerUnit$fShowCurrencychfczkdkkeurgbpcadusd$fInstrumentCompositeInstrument$fPriceableCompositeInstrument$fPriceableStock$fInstrumentStock$fDayCounterThirty360ghc-prim GHC.TypesDoubleTTT toLogArraysimplesimpleDriftLess parkinson garmanKlass5 rogersSatchelvarRStoSimpleLogWith yangZhang1$fVolatilityEstimatorVolatilityEstimatorAlgorithm