tzb*      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdef g h i j k l m n o p q r s t u v w x y z { | } ~  SafeLCopula data types with parameters required by the concrete copula definitionClayton copula Min copula Max copulaAli-Mikhail-Haq copula Farlie-Gumbel-Morgenstern copula Frank copulaGalambos copulaGaussian copula Not implemented yet!  Gumbel copula Husler-Reiss copula Not implemented yet! Independent copula Marshall-Olkin copula Plackett 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      SafeDComputes the inverse cumulative standard normal distribution N(0, 1)SafeNoneNone :Quote for the Eurodollar-future implied standard deviation"9Quote 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 element0Second element1Composition function2'Market element returning a stored value4&Base type class for market observables! !"#$%&'()*+,-./0123456789:; !"#$%&'()*+,-./0123456!45623;-./01:)*+,9"#$%&'(8 !7  !"#$%&'()*+,-./0123456789:;SafeAT@3All instruments and events have a net present value@AB@AB@AB@ABNoneFNormal number generation using inverse cummulative normal distributionNormally distributed generatorBox-Muller method &Creates normally distributed generator             None !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* !"#$%&'()*+,-./0123456789:;<=>% !"#$%&'()*+,-./0123546789 !"#$%&'()*+,-./0123456789:;<=>None?6Euler end-point discretization of stochastic processes@,Euler discretization of stochastic processes?AB@CDEF?AB@CD?AB@CDEFNone<=? CStochastic process generatorJ'This pricer gets the last point of pathL!Path-dependant Monte Carlo engineQ+Path pricer provides a price for given pathS-Path generator is a stochastic path generatorV8Summary type class aggregates all priced values of pathsW(Updates summary with given priced pathesX=Defines a metric, i.e. calculate distance between 2 summariesYMonte Carlo engine functionZ1Monte Carlo engine function. Parallelized versionCDEFGHIJKLMNOPQRSTUVWXYZ[\CDEFGHIJKLMNOPQRSTUVWXYZVWXSTUQRYZLMNOPJK\CDEFGHI[ CDEFGHIJKLMNOPQRSTUVWXYZ[\SafeGCurrency specificationH!currency name, e.g. "U.S. dollar"I!ISO 4217 three-letter code, e.g. USDJISO 4217 numeric code, e.g. 840K%number of fractionary parts in a unitGLHIJKMGLHIJKGLHIJKMSafeN Swiss franceO Czech korunaP Danish kroneQ European EuroRBritish pound sterlingNOPQRNOPQRNOPQRSafeSCanadian dollarT U.S. dollarSTSTSTSafe GLHIJKNOPQRSTSafeAT]:Composite instrument is an aggregate of other instruments._Instrument type class]^_`aUV]^_`a]^_`aUVSafebSingle stock instrument bcdeWXbcdebcdeWXSafeAT ]^_`abcde _`a]^bcdeSafefPDefines a holidays for given calendar. Corresponds to calendar class in QuantLibjDatek Week dayssBusiness Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.yGets a week day z&Generate a list of all dates inbetween{7Checks if the day is a weekend, i.e. Saturday or Sunday|Gets the next working dayfghijklmnopqrstuvwxyz{|fghijkrlmnopqstuvwxyz{|fghijklmnopqrstuvwxyz{|Safe}"Thirty day counters as in QuantLibDay counter type className of day counter!Number of business days inbetween Year fraction }~Y }~}~Y Safe fghijkrlmnopqstuvwxyz{|}~ stuvwxklmnopqrjfghiyz{|}~Safe  SafeInterval price Call price Price types SafeSequence of cash-flowsCash flows data type  Safe<= SafeInterval price time series Time seriesNone Simple estimator with driftSimple estimator without driftParkinson numberGarman-Klass estimatorRogers-Stachel estimatorYang-Zhang estimator#Type class of volatility estimators0The estimation procedure that takes a series of CEstimation type with strictness as it is usually required only one Z to processVolatility type[\]^_`abcdefg [\]^_`abcdefgNone SafePosition typesSafeMAmount of cash. Please, note that currency conversion is not implemented yet.None3    !"#$%&'()*+,-./0123546789?AB@CDNone`     !"#$%&'()*+,-./0123546789?AB@CDh !"#$%&'()*+,-./0123456789:;;<=>?@AABCDEFGGHIJJKLMNNOPQRSTUVWXYZ[\]^^_`abcddeefghijklmnopqrstuuvwxyyz{|}~               4 5             !"#$%&'()*+,#-./$012%345&67'89):;<=>?@ABCDEFGHGIHJKLMNOPQMRSTUVWXYZ[\]^_`abbccdefghijklm'hquantlib-0.0.3.0-2Xc8kaqnCHI9Hn2OQwkTKQuantLib.Math.Copulas QuantLib.MathQuantLib.Options$QuantLib.PricingEngines.BlackFormulaQuantLib.QuotesQuantLib.PriceableQuantLib.Methods.MonteCarloQuantLib.Instruments QuantLib.TimeQuantLib.PricesQuantLib.EventQuantLib.PricingEnginesQuantLib.TimeSeriesQuantLib.Models.VolatilityQuantLib.PositionQuantLib.MoneyQuantLib.Math.InverseNormalQuantLib.Stochastic.RandomQuantLib.Stochastic.ProcessQuantLib.Stochastic.DiscretizeQuantLib.CurrencyQuantLib.Currencies.EuropeQuantLib.Currencies.AmericaQuantLib.CurrenciesQuantLib.Instruments.InstrumentQuantLib.Instruments.StockQuantLib.Time.DateQuantLib.Time.DayCounterQuantLib.ModelsQuantLib.StochasticQuantLibCopulas ClaytonCopula MinCopula MaxCopulaAliMikhailHaqCopulaFarlieGumbelMorgensternCopula FrankCopulaGalambosCopulaGaussianCopula GumbelCopulaHuslerReissCopulaIndependentCopulaMarshallOlkinCopulaPlackettCopulaCopulacopula copulaFunc$fCopulaCopulas inverseNormal OptionTypeCallPuttoInttoDouble$fShowOptionType$fEqOptionTypeblackFormulaImpliedStdDevEurodollarFutureQuote efqForward efqCallPrice efqPutPrice efqStrikeefqGuessImpliedStdDevQuoteisdqOptionType isdqForward isdqPrice isdqStrike isdqGuess DerivedQuotedqQuotedqDerivateFuncCompositeQuotecqQuote1cqQuote2 cqComposite SimpleQuoteQuoteqValue pureValue$fQuoteEurodollarFutureQuote$fQuoteImpliedStdDevQuote$fQuoteDerivedQuote$fQuoteCompositeQuote$fQuoteSimpleQuote$fShowSimpleQuote$fEqSimpleQuote$fShowImpliedStdDevQuote$fShowEurodollarFutureQuote Priceablenpv errorEstimateProcessGeneratorpgStartpgLength pgProcess pgGenerator pgDiscretizeLastPointPricerPathMonteCarlo pmcSummary pmcPricer pmcGenerator PathPricerppPrice PathGeneratorpgMkNew pgGenerateSummary sSummarizesNorm monteCarlomonteCarloParallel$fPathGeneratorProcessGenerator$fPathPricerLastPointPricerCompositeInstrument InstrumentiDate iIsExpiredStocksQuotesDateHoliday isHoliday isBusinessDayhBusinessDayBetweenDateWeekDayMondayTuesday WednesdayThursdayFridaySaturdaySundayBusinessDayConvention FollowingModifiedFollowing PrecedingModifiedPreceding Unadjusted getWeekDaygetDaysBetween isWeekEndgetNextBusinessDay Thirty360 ThirtyUSAThirtyEuropean ThirtyItalian DayCounterdcNamedcCountdcYearFraction intGregorian IntervalPriceipOpenipHighipLowipClose CallPrice DirtyPrice CleanPricecpPrice PriceTypeBidAskLastCloseMidMidEqMidSafe$fShowPriceType $fEqPriceType$fShowCallPrice $fEqCallPrice$fOrdCallPrice$fShowIntervalPrice$fEqIntervalPrice CallabilitycPricecDateLegCashFlowcfDatecfAmountEventevDate evOccuredevOccuredInclude evCompareevEqual$fOrdCallability$fEqCallability$fEventCallability $fOrdCashFlow $fEqCashFlow$fEventCashFlow$fShowCashFlow$fShowCallability PricingEngine peCalculateIntervalPriceSeries TimeSeriesVolatilityEstimatorAlgorithmSimpleEstimatorSimpleDriftLessEstimatorParkinsonEstimatorGarmanKlass5EstimatorRogersSatchelEstimatorYangZhangEstimatorVolatilityEstimatorestimate Estimation Volatility1$fVolatilityEstimatorVolatilityEstimatorAlgorithm$fShowEstimation$fEqEstimation"$fShowVolatilityEstimatorAlgorithm $fEqVolatilityEstimatorAlgorithm"$fEnumVolatilityEstimatorAlgorithmPositionLongShort$fShowPosition $fEqPositionMoneymValue mCurrency $fNumMoney $fShowMoney $fEqMoney claytonCopula precheckRangealiMikhailHaqCopulafarlieGumbelMorgenstern minCopula maxCopula frankCopulagalambosCopulagaussianCopula gumbelCopulahuslerReissCopulaindependentCopulamarshallOlkinCopulaplackettCopulaa1a2a3a4a5a6b1b2b3b4b5c1c2c3c4c5c6d1d2d3d4xlowxhighulpinverseRecoveryinverseInLowerRegioninverseInCentralRegioninverseInHigherRegionblackImpliedStdDevHelpercdf&blackFormulaImpliedStdDevApproximation InverseNormalNormalGenerator BoxMullercreateNormalGen ngGetNextngMkNewbmFirst bmSecondValuebmRng mkNormalGenmkInverseNormal$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 yangZhang