module Quant.Types ( CashFlow(..) , Observables(..) , MCObservables , OptionType(..) ) where import Quant.Time data CashFlow = CashFlow { cfTime :: Time , cfAmount :: Double } -- | 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). data Observables a = Observables { obsGet :: [a] } deriving (Show) type MCObservables = Observables Double -- | Type for Put or Calls data OptionType = Put | Call deriving (Eq,Show)