Quant.ContingentClaim

Types for modeling contingent claims.

type ContingentClaim

data ContingentClaim'

data Observables

data ContingentClaimBasket

data OptionType

ccBasket

Options and option combinators

vanillaOption

binaryOption

straddle

arithmeticAsianOption

geometricAsianOption

callSpread

putSpread

forwardContract

fixed

multiplier

short

combine

terminalOnly

changeObservableFct

Utility functions

obsNum

obsHead