| Safe Haskell | Safe |
|---|---|
| Language | Haskell2010 |
QuantLib.Instruments
Synopsis
- class Instrument a where
- iDate :: a -> LocalTime
- iIsExpired :: a -> Bool
- data CompositeInstrument = (Instrument a, Priceable a) => CompositeInstrument (Map a Double)
- data Stock = Stock {}
Documentation
class Instrument a where Source #
Instrument type class
Instances
| Instrument CompositeInstrument Source # | |
Defined in QuantLib.Instruments.Instrument Methods iDate :: CompositeInstrument -> LocalTime Source # iIsExpired :: CompositeInstrument -> Bool Source # | |
| Instrument Stock Source # | |
data CompositeInstrument Source #
Composite instrument is an aggregate of other instruments.
Constructors
| (Instrument a, Priceable a) => CompositeInstrument (Map a Double) |
Instances
| Priceable CompositeInstrument Source # | |
Defined in QuantLib.Instruments.Instrument Methods npv :: CompositeInstrument -> Double Source # | |
| Instrument CompositeInstrument Source # | |
Defined in QuantLib.Instruments.Instrument Methods iDate :: CompositeInstrument -> LocalTime Source # iIsExpired :: CompositeInstrument -> Bool Source # | |