Quant.ContingentClaim

Types for modeling contingent claims.

data ContingentClaim

data CCProcessor

data Observables a

type MCObservables

data OptionType

data CashFlow

type CCBuilder w r a

Options and option combinators

specify

monitor

monitorByNum

vanillaOption

binaryOption

straddle

arithmeticAsianOption

geometricAsianOption

callSpread

putSpread

forwardContract

zcb

fixedBond

multiplier

short

combine

terminalOnly