yKe      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnop q r s t u v w x y z { | } ~  !SafePDefines a holidays for given calendar. Corresponds to calendar class in QuantLibDate Week days Business Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.Gets a week day &Generate a list of all dates inbetween7Checks if the day is a weekend, i.e. Saturday or SundayGets the next working day   Safe"Thirty day counters as in QuantLibDay counter type className of day counter!Number of business days inbetween Year fraction  Safe    NoneSafe Interval price& Call price* Price types !"#$%&'()*+,-./01 !"#$%&'()*-+,./01*+,-./01&'()) !"#$% !"#$%&'())*+,-./01Safe9Interval price time series: Time series9:9::99:SafeAT;3All instruments and events have a net present value;<=;<=;<=;<=Safe>Position types>?@>?@>?@>?@SafeCDEFGCEDFGCDEFGCDEFGNoneJJJJNone K:Quote for the Eurodollar-future implied standard deviationR9Quote for the implied standard deviation of an underlyingY3Market element whose value depends on another quote]?Market element whose value depends on two other market elements_ First element`Second elementaComposition functionb'Market element returning a stored valued&Base type class for market observables!KLMNOPQRSTUVWXYZ[\]^_`abcdefghijkKLMNOPQRSTUVWXYZ[\]^_`abcdef!defbck]^_`ajYZ[\iRSTUVWXhKLMNOPQg KLMNOPQRSTUVWXYZ[\]^_`abcdefghijk None qSimple estimator with driftrSimple estimator without driftsParkinson numbertGarman-Klass estimatoruRogers-Stachel estimatorvYang-Zhang estimatorw#Type class of volatility estimatorsx0The estimation procedure that takes a series of  yCEstimation type with strictness as it is usually required only one  to process{Volatility typepqrstuvwxyz{| pqrstuvwxyz{ {yzwxpqrstuvpqrstuvwxyz{|None pqrstuvwxyz{SafeDComputes the inverse cumulative standard normal distribution N(0, 1)          NoneFNormal number generation using inverse cummulative normal distributionNormally distributed generatorBox-Muller method&Creates normally distributed generator !"#$%&'()*+,-. (+  !"#$%&'()*+,-.NoneT /!Generalized Black-Scholes process0Ornstein-Uhlenbeck process1Square-root process2 Ito process3Geometric Brownian motion4Path as list of Dots5Dot. t and x pair61D Stochastic process78Discretization of stochastic process over given interval8Generates sample path for given stochastic process under discretization and normal generator for given amount of steps, starting from x0*/9:;<0=>?@1ABCD2EFG3HIJ45KLM6NOP7QRS8TUVWX%/9:;<0=>?@1ABCD2EFG3HIJ45KLM6ONP7QRS8/9:;<0=>?@1ABCD2EFG3HIJ45KLM6NOP7QRS8TUVWX None<=? Stochastic process generator!Path-dependant Monte Carlo engine+Path pricer provides a price for given path-Path generator is a stochastic path generator8Summary type class aggregates all priced values of paths(Updates summary with given priced pathes=Defines a metric, i.e. calculate distance between 2 summariesMonte Carlo engine function1Monte Carlo engine function. Parallelized version NoneLThis pricer estimates the log of difference between start and end of process'This pricer gets the last point of path NoneY6Euler end-point discretization of stochastic processesZ,Euler discretization of stochastic processesY[\Z]^_`Y[\Z]^Y[\Z]^_`None9(+/9:;<0=>?@1ABCD2EFG3HIJ45KLM6ONP7QRS8Y[\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 copulaHusler-Reiss copula Not implemented yet!Independent copulaMarshall-Olkin copulaPlackett 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 copulaFuncaOriginal code and algorithm from the Quantlib project implemented in Haskell by Nicholas Pezolano npezolano "at" gmail.com bcdaefghijklmn bcdaefghijklmn SafeSafeAT:Composite instrument is an aggregate of other instruments.Instrument type classopopSafeSingle stock instrument qrqrSafeAT SafeSequence of cash-flowsCash flows data type Safe<=SafesCurrency specificationt!currency name, e.g. "U.S. dollar"u!ISO 4217 three-letter code, e.g. USDvISO 4217 numeric code, e.g. 840w%number of fractionary parts in a unitsxtuvwysxtuvwsxtuvwySafez Swiss france{ Czech koruna| Danish krone} European Euro~British pound sterlingz{|}~z{|}~z{|}~SafeMAmount of cash. Please, note that currency conversion is not implemented yet.SafeCanadian dollar U.S. dollar Safe sxtuvwz{|}~!Nonef !"#$%&'()*-+,./019:>?@(+/9:;<0=>?@1ABCD2EFG3HIJ45KLM6ONP7QRS8Y[\Z]^"#$%&'()*+,-./0123456789:;<=>?@ABBCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijkllmnopqrrstuvwxxyz{{|}~                                         ef                  !"#$%&'()*'+,-.)/0123456789:;<=>?@ABCDEF=GHI>JKL?MNO@PQARSCTUVWXYZ[\]^_`abacbdef g h i j k l m n o p q r s tuvwxyz{|}y~(hquantlib-0.0.4.0-Bfxn6SXtPJBGRDrmskFqBC QuantLib.TimeQuantLib.PricesQuantLib.TimeSeriesQuantLib.PriceableQuantLib.PositionQuantLib.Options$QuantLib.PricingEngines.BlackFormulaQuantLib.QuotesQuantLib.Models.Volatility QuantLib.MathQuantLib.Methods.MonteCarloQuantLib.Methods.PricerQuantLib.Math.CopulasQuantLib.InstrumentsQuantLib.EventQuantLib.PricingEnginesQuantLib.MoneyQuantLib.Time.DateQuantLib.Time.DayCounterQuantLib.Stochastic.PureMTQuantLib.ModelsQuantLib.Math.InverseNormalQuantLib.Stochastic.RandomQuantLib.Stochastic.ProcessQuantLib.Stochastic.DiscretizeQuantLib.StochasticQuantLib.Instruments.InstrumentQuantLib.Instruments.StockQuantLib.CurrencyQuantLib.Currencies.EuropeQuantLib.Currencies.AmericaQuantLib.CurrenciesQuantLibHoliday isHoliday isBusinessDayhBusinessDayBetweenDateWeekDayMondayTuesday WednesdayThursdayFridaySaturdaySundayBusinessDayConvention FollowingModifiedFollowing PrecedingModifiedPreceding Unadjusted getWeekDaygetDaysBetween isWeekEndgetNextBusinessDay Thirty360 ThirtyUSAThirtyEuropean ThirtyItalian DayCounterdcNamedcCountdcYearFraction intGregorian IntervalPriceipOpenipHighipLowipClose CallPrice DirtyPrice CleanPricecpPrice PriceTypeBidAskLastCloseMidMidEqMidSafe$fShowPriceType $fEqPriceType$fShowCallPrice $fEqCallPrice$fOrdCallPrice$fShowIntervalPrice$fEqIntervalPriceIntervalPriceSeries TimeSeries Priceablenpv errorEstimatePositionLongShort$fShowPosition $fEqPosition OptionTypeCallPuttoInttoDouble$fShowOptionType$fEqOptionTypeblackFormulaImpliedStdDevEurodollarFutureQuote efqForward efqCallPrice efqPutPrice efqStrikeefqGuessImpliedStdDevQuoteisdqOptionType isdqForward isdqPrice isdqStrike isdqGuess DerivedQuotedqQuotedqDerivateFuncCompositeQuotecqQuote1cqQuote2 cqComposite SimpleQuoteQuoteqValue pureValue$fQuoteEurodollarFutureQuote$fQuoteImpliedStdDevQuote$fQuoteDerivedQuote$fQuoteCompositeQuote$fQuoteSimpleQuote$fShowSimpleQuote$fEqSimpleQuote$fShowImpliedStdDevQuote$fShowEurodollarFutureQuoteVolatilityEstimatorAlgorithmSimpleEstimatorSimpleDriftLessEstimatorParkinsonEstimatorGarmanKlass5EstimatorRogersSatchelEstimatorYangZhangEstimatorVolatilityEstimatorestimate Estimation Volatility1$fVolatilityEstimatorVolatilityEstimatorAlgorithm$fShowEstimation$fEqEstimation"$fShowVolatilityEstimatorAlgorithm $fEqVolatilityEstimatorAlgorithm"$fEnumVolatilityEstimatorAlgorithm inverseNormalProcessGeneratorpgStartpgLength pgProcess pgGenerator pgDiscretizePathMonteCarlo pmcSummary pmcPricer pmcGenerator PathPricerppPrice PathGeneratorpgMkNew pgGenerateSummary sSummarizesNorm monteCarlomonteCarloParallel$fPathGeneratorProcessGeneratorLogLastPointPricerLastPointPricerMaxMinClosePricerMMCPmmcpHighmmcpLow mmcpClose$fPathPricerLogLastPointPricer$fPathPricerLastPointPricer$fPathPricerMaxMinClosePricer$fShowMaxMinClosePricerCopulas ClaytonCopula MinCopula MaxCopulaAliMikhailHaqCopulaFarlieGumbelMorgensternCopula FrankCopulaGalambosCopulaGaussianCopula GumbelCopulaHuslerReissCopulaIndependentCopulaMarshallOlkinCopulaPlackettCopulaCopulacopula copulaFunc$fCopulaCopulasCompositeInstrument InstrumentiDate iIsExpiredStocksQuotesDate CallabilitycPricecDateLegCashFlowcfDatecfAmountEventevDate evOccuredevOccuredInclude evCompareevEqual$fOrdCallability$fEqCallability$fEventCallability $fOrdCashFlow $fEqCashFlow$fEventCashFlow$fShowCashFlow$fShowCallability PricingEngine peCalculateMoneymValue mCurrency $fNumMoney $fShowMoney $fEqMoney$fDayCounterThirty360PureMT newPureMT randomDoublesplitMTsplitMTwithSeedblackImpliedStdDevHelpercdf&blackFormulaImpliedStdDevApproximationghc-prim GHC.TypesDoubleTTT toLogArraysimplesimpleDriftLess parkinson garmanKlass5 rogersSatchelvarRStoSimpleLogWith yangZhanga1a2a3a4a5a6b1b2b3b4b5c1c2c3c4c5c6d1d2d3d4xlowxhighulpinverseRecoveryinverseInLowerRegioninverseInCentralRegioninverseInHigherRegion InverseNormalNormalGenerator BoxMullercreateNormalGen ngGetNextngMkNewngSplitngSplitWithSeedbmFirst bmSecondValuebmRngRandomGeneratorcreatenext splitWithSeed mkNormalGenboxMullerGetNextboxMullerRatiomkInverseNormal$fNormalGeneratorInverseNormal$fNormalGeneratorBoxMuller$fRandomGeneratorPureMTBlackScholesProcessOrnsteinUhlenbeckProcessSquareRootProcess ItoProcessGeometricBrownianPathDotStochasticProcess Discretize generatePath bspRiskFree bspDividend bspBlackVoloupSpeedoupLeveloupSigmasrpSpeedsrpMeansrpSigmaipDriftipDiffgbDriftgbDiffgetTgetXdriftdiffevolvedDriftdDiffdDt&$fStochasticProcessBlackScholesProcess+$fStochasticProcessOrnsteinUhlenbeckProcess$$fStochasticProcessSquareRootProcess$fStochasticProcessItoProcess$$fStochasticProcessGeometricBrownianEndEulerEulereeDteDt$fDiscretizeEndEuler$fDiscretizeEuler claytonCopula precheckRangealiMikhailHaqCopulafarlieGumbelMorgenstern minCopula maxCopula frankCopulagalambosCopulagaussianCopula gumbelCopulahuslerReissCopulaindependentCopulamarshallOlkinCopulaplackettCopula$fInstrumentCompositeInstrument$fPriceableCompositeInstrument$fPriceableStock$fInstrumentStockCurrencycNamecCodecIsoCode cFracsPerUnit$fShowCurrencychfczkdkkeurgbpcadusd