Safe Haskell	Safe-Inferred
Language	Haskell2010

Quant.Types

Synopsis

Documentation

data CashFlow Source

Constructors

CashFlow
Fields cfTime :: Time cfAmount :: Double

data Observables a Source

Observables are the observables available in a Monte Carlo simulation. Most basic MCs will have one observables (Black-Scholes) whereas more complex ones will have multiple (i.e. Heston-Hull-White).

Constructors

Observables
Fields obsGet :: [a]

Instances

Show a => Show (Observables a)

type MCObservables = Observables Double Source

data OptionType Source

Type for Put or Calls

Constructors

Put
Call

Instances

Eq OptionType
Show OptionType