Safe Haskell	Safe-Inferred
Language	Haskell2010

QuantLib.Quotes

Synopsis

class Quote a where
- qValue :: a -> Maybe Double
- pureValue :: a -> Double
data SimpleQuote = SimpleQuote (Maybe Double)
data CompositeQuote a = CompositeQuote {
- cqQuote1 :: a
- cqQuote2 :: a
- cqComposite :: a -> a -> Maybe Double
}
data DerivedQuote a = DerivedQuote {
- dqQuote :: a
- dqDerivateFunc :: a -> Maybe Double
}
data ImpliedStdDevQuote a = ImpliedStdDevQuote {
- isdqOptionType :: OptionType
- isdqForward :: a
- isdqPrice :: a
- isdqStrike :: Double
- isdqGuess :: Maybe Double
}
data EurodollarFutureQuote a = EurodollarFutureQuote {
- efqForward :: a
- efqCallPrice :: a
- efqPutPrice :: a
- efqStrike :: Double
- efqGuess :: Maybe Double
}

Documentation

class Quote a where Source #

Base type class for market observables

Minimal complete definition

qValue

Methods

qValue :: a -> Maybe Double Source #

pureValue :: a -> Double Source #

Instances

Instances details

Quote SimpleQuote Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: SimpleQuote -> Maybe Double Source # pureValue :: SimpleQuote -> Double Source #
Quote (CompositeQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: CompositeQuote a -> Maybe Double Source # pureValue :: CompositeQuote a -> Double Source #
Quote (DerivedQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: DerivedQuote a -> Maybe Double Source # pureValue :: DerivedQuote a -> Double Source #
Quote a => Quote (EurodollarFutureQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: EurodollarFutureQuote a -> Maybe Double Source # pureValue :: EurodollarFutureQuote a -> Double Source #
Quote a => Quote (ImpliedStdDevQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: ImpliedStdDevQuote a -> Maybe Double Source # pureValue :: ImpliedStdDevQuote a -> Double Source #

data SimpleQuote Source #

Market element returning a stored value

Constructors

SimpleQuote (Maybe Double)

Instances

Instances details

Show SimpleQuote Source #
Instance details Defined in QuantLib.Quotes Methods showsPrec :: Int -> SimpleQuote -> ShowS # show :: SimpleQuote -> String # showList :: [SimpleQuote] -> ShowS #
Eq SimpleQuote Source #
Instance details Defined in QuantLib.Quotes Methods (==) :: SimpleQuote -> SimpleQuote -> Bool # (/=) :: SimpleQuote -> SimpleQuote -> Bool #
Quote SimpleQuote Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: SimpleQuote -> Maybe Double Source # pureValue :: SimpleQuote -> Double Source #

data CompositeQuote a Source #

Market element whose value depends on two other market elements

Constructors

CompositeQuote
Fields cqQuote1 :: a First element cqQuote2 :: a Second element cqComposite :: a -> a -> Maybe Double Composition function

Instances

Instances details

Quote (CompositeQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: CompositeQuote a -> Maybe Double Source # pureValue :: CompositeQuote a -> Double Source #

data DerivedQuote a Source #

Market element whose value depends on another quote

Constructors

DerivedQuote
Fields dqQuote :: a dqDerivateFunc :: a -> Maybe Double

Instances

Instances details

Quote (DerivedQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: DerivedQuote a -> Maybe Double Source # pureValue :: DerivedQuote a -> Double Source #

data ImpliedStdDevQuote a Source #

Quote for the implied standard deviation of an underlying

Constructors

ImpliedStdDevQuote
Fields isdqOptionType :: OptionType isdqForward :: a isdqPrice :: a isdqStrike :: Double isdqGuess :: Maybe Double

Instances

Instances details

Show a => Show (ImpliedStdDevQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods showsPrec :: Int -> ImpliedStdDevQuote a -> ShowS # show :: ImpliedStdDevQuote a -> String # showList :: [ImpliedStdDevQuote a] -> ShowS #
Quote a => Quote (ImpliedStdDevQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: ImpliedStdDevQuote a -> Maybe Double Source # pureValue :: ImpliedStdDevQuote a -> Double Source #

data EurodollarFutureQuote a Source #

Quote for the Eurodollar-future implied standard deviation

Constructors

EurodollarFutureQuote
Fields efqForward :: a efqCallPrice :: a efqPutPrice :: a efqStrike :: Double efqGuess :: Maybe Double

Instances

Instances details

Show a => Show (EurodollarFutureQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods showsPrec :: Int -> EurodollarFutureQuote a -> ShowS # show :: EurodollarFutureQuote a -> String # showList :: [EurodollarFutureQuote a] -> ShowS #
Quote a => Quote (EurodollarFutureQuote a) Source #
Instance details Defined in QuantLib.Quotes Methods qValue :: EurodollarFutureQuote a -> Maybe Double Source # pureValue :: EurodollarFutureQuote a -> Double Source #