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

Index

AliMikhailHaqCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
AskQuantLib.Prices, QuantLib
BidQuantLib.Prices, QuantLib
blackFormulaImpliedStdDevQuantLib.PricingEngines.BlackFormula
BlackScholesProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
BoxMullerQuantLib.Stochastic, QuantLib
bspBlackVolQuantLib.Stochastic, QuantLib
bspDividendQuantLib.Stochastic, QuantLib
bspRiskFreeQuantLib.Stochastic, QuantLib
BusinessDayConventionQuantLib
cadQuantLib.Currencies
Call 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
CallabilityQuantLib.Event
CallPriceQuantLib.Prices, QuantLib
CashFlow 
1 (Type/Class)QuantLib.Event
2 (Data Constructor)QuantLib.Event
cCodeQuantLib.Currencies
cDateQuantLib.Event
cfAmountQuantLib.Event
cfDateQuantLib.Event
cFracsPerUnitQuantLib.Currencies
chfQuantLib.Currencies
cIsoCodeQuantLib.Currencies
ClaytonCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
CleanPriceQuantLib.Prices, QuantLib
CloseQuantLib.Prices, QuantLib
cNameQuantLib.Currencies
CompositeInstrument 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
CompositeQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
CopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
copulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
copulaFuncQuantLib.Math.Copulas, QuantLib.Math, QuantLib
CopulasQuantLib.Math.Copulas, QuantLib.Math, QuantLib
cpPriceQuantLib.Prices, QuantLib
cPriceQuantLib.Event
cqCompositeQuantLib.Quotes
cqQuote1QuantLib.Quotes
cqQuote2QuantLib.Quotes
Currency 
1 (Type/Class)QuantLib.Currencies
2 (Data Constructor)QuantLib.Currencies
czkQuantLib.Currencies
DateQuantLib
DayCounterQuantLib
dcCountQuantLib
dcNameQuantLib
dcYearFractionQuantLib
dDiffQuantLib.Stochastic, QuantLib
dDriftQuantLib.Stochastic, QuantLib
dDtQuantLib.Stochastic, QuantLib
DerivedQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
diffQuantLib.Stochastic, QuantLib
DirtyPriceQuantLib.Prices, QuantLib
DiscretizeQuantLib.Stochastic, QuantLib
dkkQuantLib.Currencies
Dot 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
dqDerivateFuncQuantLib.Quotes
dqQuoteQuantLib.Quotes
driftQuantLib.Stochastic, QuantLib
eDtQuantLib.Stochastic, QuantLib
eeDtQuantLib.Stochastic, QuantLib
efqCallPriceQuantLib.Quotes
efqForwardQuantLib.Quotes
efqGuessQuantLib.Quotes
efqPutPriceQuantLib.Quotes
efqStrikeQuantLib.Quotes
EndEuler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
errorEstimateQuantLib.Priceable
estimateQuantLib.Models.Volatility, QuantLib.Models
Estimation 
1 (Type/Class)QuantLib.Models.Volatility, QuantLib.Models
2 (Data Constructor)QuantLib.Models.Volatility, QuantLib.Models
Euler 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
eurQuantLib.Currencies
EurodollarFutureQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
evCompareQuantLib.Event
evDateQuantLib.Event
EventQuantLib.Event
evEqualQuantLib.Event
evOccuredQuantLib.Event
evOccuredIncludeQuantLib.Event
evolveQuantLib.Stochastic, QuantLib
FarlieGumbelMorgensternCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
FollowingQuantLib
FrankCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
FridayQuantLib
GalambosCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
GarmanKlass5EstimatorQuantLib.Models.Volatility, QuantLib.Models
GaussianCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
gbDiffQuantLib.Stochastic, QuantLib
gbDriftQuantLib.Stochastic, QuantLib
gbpQuantLib.Currencies
generatePathQuantLib.Stochastic, QuantLib
GeometricBrownian 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
getDaysBetweenQuantLib
getNextBusinessDayQuantLib
getTQuantLib.Stochastic, QuantLib
getWeekDayQuantLib
getXQuantLib.Stochastic, QuantLib
GumbelCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
hBusinessDayBetweenQuantLib
HolidayQuantLib
HuslerReissCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
iDateQuantLib.Instruments
iIsExpiredQuantLib.Instruments
ImpliedStdDevQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
IndependentCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
InstrumentQuantLib.Instruments
IntervalPrice 
1 (Type/Class)QuantLib.Prices, QuantLib
2 (Data Constructor)QuantLib.Prices, QuantLib
IntervalPriceSeriesQuantLib.TimeSeries, QuantLib
intGregorianQuantLib
InverseNormalQuantLib.Stochastic, QuantLib
inverseNormalQuantLib.Math, QuantLib
ipCloseQuantLib.Prices, QuantLib
ipDiffQuantLib.Stochastic, QuantLib
ipDriftQuantLib.Stochastic, QuantLib
ipHighQuantLib.Prices, QuantLib
ipLowQuantLib.Prices, QuantLib
ipOpenQuantLib.Prices, QuantLib
isBusinessDayQuantLib
isdqForwardQuantLib.Quotes
isdqGuessQuantLib.Quotes
isdqOptionTypeQuantLib.Quotes
isdqPriceQuantLib.Quotes
isdqStrikeQuantLib.Quotes
isHolidayQuantLib
isWeekEndQuantLib
ItoProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
LastQuantLib.Prices, QuantLib
LastPointPricer 
1 (Type/Class)QuantLib.Methods.Pricer
2 (Data Constructor)QuantLib.Methods.Pricer
LegQuantLib.Event
LogLastPointPricer 
1 (Type/Class)QuantLib.Methods.Pricer
2 (Data Constructor)QuantLib.Methods.Pricer
LongQuantLib.Position, QuantLib
MarshallOlkinCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
MaxCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
MaxMinClosePricerQuantLib.Methods.Pricer
mCurrencyQuantLib.Money, QuantLib
MidQuantLib.Prices, QuantLib
MidEqQuantLib.Prices, QuantLib
MidSafeQuantLib.Prices, QuantLib
MinCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
mkInverseNormalQuantLib.Stochastic, QuantLib
mkNormalGenQuantLib.Stochastic, QuantLib
MMCPQuantLib.Methods.Pricer
mmcpCloseQuantLib.Methods.Pricer
mmcpHighQuantLib.Methods.Pricer
mmcpLowQuantLib.Methods.Pricer
ModifiedFollowingQuantLib
ModifiedPrecedingQuantLib
MondayQuantLib
Money 
1 (Type/Class)QuantLib.Money, QuantLib
2 (Data Constructor)QuantLib.Money, QuantLib
monteCarloQuantLib.Methods.MonteCarlo
monteCarloParallelQuantLib.Methods.MonteCarlo
mValueQuantLib.Money, QuantLib
newPureMTQuantLib.Stochastic, QuantLib
ngGetNextQuantLib.Stochastic, QuantLib
ngMkNewQuantLib.Stochastic, QuantLib
ngSplitQuantLib.Stochastic, QuantLib
ngSplitWithSeedQuantLib.Stochastic, QuantLib
NormalGeneratorQuantLib.Stochastic, QuantLib
npvQuantLib.Priceable
OptionTypeQuantLib.Options
OrnsteinUhlenbeckProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
oupLevelQuantLib.Stochastic, QuantLib
oupSigmaQuantLib.Stochastic, QuantLib
oupSpeedQuantLib.Stochastic, QuantLib
ParkinsonEstimatorQuantLib.Models.Volatility, QuantLib.Models
PathQuantLib.Stochastic, QuantLib
PathGeneratorQuantLib.Methods.MonteCarlo
PathMonteCarlo 
1 (Type/Class)QuantLib.Methods.MonteCarlo
2 (Data Constructor)QuantLib.Methods.MonteCarlo
PathPricerQuantLib.Methods.MonteCarlo
peCalculateQuantLib.PricingEngines
pgDiscretizeQuantLib.Methods.MonteCarlo
pgGenerateQuantLib.Methods.MonteCarlo
pgGeneratorQuantLib.Methods.MonteCarlo
pgLengthQuantLib.Methods.MonteCarlo
pgMkNewQuantLib.Methods.MonteCarlo
pgProcessQuantLib.Methods.MonteCarlo
pgStartQuantLib.Methods.MonteCarlo
PlackettCopulaQuantLib.Math.Copulas, QuantLib.Math, QuantLib
pmcGeneratorQuantLib.Methods.MonteCarlo
pmcPricerQuantLib.Methods.MonteCarlo
pmcSummaryQuantLib.Methods.MonteCarlo
PositionQuantLib.Position, QuantLib
ppPriceQuantLib.Methods.MonteCarlo
PrecedingQuantLib
PriceableQuantLib.Priceable
PriceTypeQuantLib.Prices, QuantLib
PricingEngineQuantLib.PricingEngines
ProcessGenerator 
1 (Type/Class)QuantLib.Methods.MonteCarlo
2 (Data Constructor)QuantLib.Methods.MonteCarlo
PureMTQuantLib.Stochastic, QuantLib
pureValueQuantLib.Quotes
Put 
1 (Data Constructor)QuantLib.Options
2 (Data Constructor)QuantLib.Event
QuoteQuantLib.Quotes
qValueQuantLib.Quotes
randomDoubleQuantLib.Stochastic, QuantLib
RogersSatchelEstimatorQuantLib.Models.Volatility, QuantLib.Models
SaturdayQuantLib
sDateQuantLib.Instruments
ShortQuantLib.Position, QuantLib
SimpleDriftLessEstimatorQuantLib.Models.Volatility, QuantLib.Models
SimpleEstimatorQuantLib.Models.Volatility, QuantLib.Models
SimpleQuote 
1 (Type/Class)QuantLib.Quotes
2 (Data Constructor)QuantLib.Quotes
sNormQuantLib.Methods.MonteCarlo
splitMTQuantLib.Stochastic, QuantLib
splitMTwithSeedQuantLib.Stochastic, QuantLib
SquareRootProcess 
1 (Type/Class)QuantLib.Stochastic, QuantLib
2 (Data Constructor)QuantLib.Stochastic, QuantLib
sQuoteQuantLib.Instruments
srpMeanQuantLib.Stochastic, QuantLib
srpSigmaQuantLib.Stochastic, QuantLib
srpSpeedQuantLib.Stochastic, QuantLib
sSummarizeQuantLib.Methods.MonteCarlo
StochasticProcessQuantLib.Stochastic, QuantLib
Stock 
1 (Type/Class)QuantLib.Instruments
2 (Data Constructor)QuantLib.Instruments
SummaryQuantLib.Methods.MonteCarlo
SundayQuantLib
Thirty360QuantLib
ThirtyEuropeanQuantLib
ThirtyItalianQuantLib
ThirtyUSAQuantLib
ThursdayQuantLib
TimeSeriesQuantLib.TimeSeries, QuantLib
toDoubleQuantLib.Options
toIntQuantLib.Options
TuesdayQuantLib
UnadjustedQuantLib
usdQuantLib.Currencies
VolatilityQuantLib.Models.Volatility, QuantLib.Models
VolatilityEstimatorQuantLib.Models.Volatility, QuantLib.Models
VolatilityEstimatorAlgorithmQuantLib.Models.Volatility, QuantLib.Models
WednesdayQuantLib
WeekDayQuantLib
YangZhangEstimatorQuantLib.Models.Volatility, QuantLib.Models