QuantLib.Methods.Pricer

Documentation

data MaxMinClosePricer

Constructors

MMCP

Fields

• mmcpHigh :: Double
• mmcpLow :: Double
• mmcpClose :: Double

Instances

Show MaxMinClosePricer

Methods

showsPrec :: Int -> MaxMinClosePricer -> ShowS

show :: MaxMinClosePricer -> String

showList :: [MaxMinClosePricer] -> ShowS

PathPricer MaxMinClosePricer

Methods

ppPrice :: MaxMinClosePricer -> Path -> MaxMinClosePricer

newtype LastPointPricer

This pricer gets the last point of path

Constructors

LastPointPricer Double

Instances

PathPricer LastPointPricer

Methods

ppPrice :: LastPointPricer -> Path -> LastPointPricer

newtype LogLastPointPricer

This pricer estimates the log of difference between start and end of process

Constructors

LogLastPointPricer Double

Instances

PathPricer LogLastPointPricer

Methods

ppPrice :: LogLastPointPricer -> Path -> LogLastPointPricer