QuantLib.Event

Documentation

data Callability

Constructors

Call

Fields

• cPrice :: CallPrice
• cDate :: Date

Put

Fields

• cPrice :: CallPrice
• cDate :: Date

Instances

Eq Callability

Defined in QuantLib.Event

Methods

(==) :: Callability -> Callability -> Bool

(/=) :: Callability -> Callability -> Bool

Ord Callability

Defined in QuantLib.Event

Methods

compare :: Callability -> Callability -> Ordering

(<) :: Callability -> Callability -> Bool

(<=) :: Callability -> Callability -> Bool

(>) :: Callability -> Callability -> Bool

(>=) :: Callability -> Callability -> Bool

max :: Callability -> Callability -> Callability

min :: Callability -> Callability -> Callability

Show Callability

Defined in QuantLib.Event

Methods

showsPrec :: Int -> Callability -> ShowS

show :: Callability -> String

showList :: [Callability] -> ShowS

Event Callability

Defined in QuantLib.Event

Methods

evDate :: Callability -> Date

evOccured :: Callability -> Date -> Bool

evOccuredInclude :: Callability -> Date -> Bool

evCompare :: Callability -> Callability -> Ordering

evEqual :: Callability -> Callability -> Bool

type Leg = [CashFlow]

Sequence of cash-flows

data CashFlow

Cash flows data type

Constructors

CashFlow

Fields

• cfDate :: Date
• cfAmount :: Double

Instances

Eq CashFlow

Defined in QuantLib.Event

Methods

(==) :: CashFlow -> CashFlow -> Bool

(/=) :: CashFlow -> CashFlow -> Bool

Ord CashFlow

Defined in QuantLib.Event

Methods

compare :: CashFlow -> CashFlow -> Ordering

(<) :: CashFlow -> CashFlow -> Bool

(<=) :: CashFlow -> CashFlow -> Bool

(>) :: CashFlow -> CashFlow -> Bool

(>=) :: CashFlow -> CashFlow -> Bool

max :: CashFlow -> CashFlow -> CashFlow

min :: CashFlow -> CashFlow -> CashFlow

Show CashFlow

Defined in QuantLib.Event

Methods

showsPrec :: Int -> CashFlow -> ShowS

show :: CashFlow -> String

showList :: [CashFlow] -> ShowS

Event CashFlow

Defined in QuantLib.Event

Methods

evDate :: CashFlow -> Date

evOccured :: CashFlow -> Date -> Bool

evOccuredInclude :: CashFlow -> Date -> Bool

evCompare :: CashFlow -> CashFlow -> Ordering

evEqual :: CashFlow -> CashFlow -> Bool

class Event a where

Minimal complete definition

evDate

Methods

evDate :: a -> Date

evOccured :: a -> Date -> Bool

evOccuredInclude :: a -> Date -> Bool

evCompare :: a -> a -> Ordering

evEqual :: a -> a -> Bool

Instances

Event Callability

Defined in QuantLib.Event

Methods

evDate :: Callability -> Date

evOccured :: Callability -> Date -> Bool

evOccuredInclude :: Callability -> Date -> Bool

evCompare :: Callability -> Callability -> Ordering

evEqual :: Callability -> Callability -> Bool

Event CashFlow

Defined in QuantLib.Event

Methods

evDate :: CashFlow -> Date

evOccured :: CashFlow -> Date -> Bool

evOccuredInclude :: CashFlow -> Date -> Bool

evCompare :: CashFlow -> CashFlow -> Ordering

evEqual :: CashFlow -> CashFlow -> Bool