hquantlib-0.0.5.0: HQuantLib is a port of essencial parts of QuantLib to Haskell

Safe HaskellNone
LanguageHaskell2010

QuantLib.Methods.Pricer

Synopsis

Documentation

newtype LastPointPricer Source #

This pricer gets the last point of path

Constructors

LastPointPricer Double 

newtype LogLastPointPricer Source #

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