iYbO}      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHI J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r stuvwxyz{| Safe-InferredNone Safe-InferredLA function, a lower bound, an upper bound and returns the integrated value. Midpoint integration. Trapezoidal integration. "Integration using Simpson's rule.     None      Safe-Inferred Safe-InferredType for Put or Calls Observables are the observables available in a Monte Carlo simulation. Most basic MCs will have one observables (Black-Scholes) whereas more complex ones will have multiple (i.e. Heston-Hull-White).    Safe-Inferred}6Function to generate a vanilla put/call style payout. ~-Function to generate a binary option payout. +Takes a maturity time and a function and generates a ContingentClaim dependent only on the terminal value of the observable. ,VTakes an OptionType, a strike, and a time to maturity and generates a vanilla option. -hTakes an OptionType, a strike, a payout amount and a time to maturity and generates a vanilla option. .nTakes an OptionType, a strike, observation times, time to maturity and generates an arithmetic Asian option. /nTakes an OptionType, a strike, observation times, time to maturity and generates an arithmetic Asian option. 0.Scales up a contingent claim by a multiplier. 1CFlips the signs in a contingent claim to make it a short position. 2<Takes an amount and a time and generates a fixed cash flow. 3QTakes a face value, an interest rate, a payment frequency and makes a fixed bond 4;Takes a time to maturity and generates a forward contract. 5cA call spread is a long position in a low-strike call and a short position in a high strike call. 6`A put spread is a long position in a high strike put and a short position in a low strike put. 7HA straddle is a put and a call with the same time to maturity / strike. 8*Combines two contingent claims into one.  !"#$%&'()*} Put or Call Strike Observable val Price ~ Put or call strike +Payout amount if binary condition achieved observable level calculated payout +,-./012345678$ !"#$%&'()*+,-./012345678$ !"$%&'#*(),-7./56423018+ !"#$%&'()*}~+,-./012345678None39The 9Q class defines those models on which Monte Carlo simulations can be performed. Minimal complete definition: :,  discounter, > and ?. :AInitializes a Monte Carlo simulation for a given number of runs. ;CEvolves the internal states of the MC variables between two times. <ZStateful discounting function, takes a model and a time, and returns a vector of results. =SNon-stateful discounting function...might need to find a better place to put this. >@Stateful forward generator for a given model at a certain time. ?5Internal function to evolve a model to a given time. @VDetermines the maximum size time-step for discretization purposes. Defaults to 1/250. A@Perform a simulation of a compiled basket of contingent claims. BRuns a simulation for a  . CLike B=, but splits the trials in two and does antithetic variates. DB) with a default random number generator. EC) with a default random number generator. F Wraps the Identity monad in the G transformer. G2A monad transformer for Monte-Carlo calculations. HRunsF a MonteCarlo calculation and provides the result of the computation. 9:Model ;Model time to evolve to <=>?model time to evolve to 'whether or not to use flipped variates computation result @Amodel compilied basket of claims number of trials  antithetic? computation result Bmodel claims to value initial random state trials $whether to use antithetic variables  final value CDEFGHMonte Carlo computation. Initial state.  Initial random-generator state. Final result of computation. 9:;<=>?@ABCDEFGHFGH9:;<=>?@ABCDE9 :;<=>?@ABCDEFGH  Safe-InferredIM, that represents the difference between two Ms. KgA flat curve is just a flat curve with one continuously compounded rate at all points on the curve. MThe M7 class defines the basic operations of a yield curve. Minimal complete definition: N. N4Calculate the discount factor for a given maturity. O/Calculate the forward rate between a t1 and t2 P.Calculate the spot rate for a given maturity. IJKLMNOPIJKLMNOPMNOPKLIJIJKLMNOP NoneX;A flat surface has one volatility at all times/maturities. ZThe Z> class defines the basic operations of a volatility surface. Minimal complete definition: [. [7Calculate the implied vol for a given strike/maturity. \3Calculate the variance at a given strike/maturity. ].Calculates Dupire local vol for a given strikematurity forward generating yield curve. QRSTUVWXYZ[\]Volatility surface Initial stock price M to generate forwards Current stock level Time Local volatility QRSTUVWXYZ[\] Z[\]XYQRSTUVWQRSTUVWXYZ[\] None:M^^# represents a Black-Scholes model. _M to handle discounting `Initial asset level. a Volatility. bM to generate forwards ^_`abc^_`abc^_`abc^_`abc None:Mdd5 represents a Merton model (Black-Scholes w/ jumps). eM to generate discount rates fInitial asset level gAsset volatility hIntensity of Poisson process iAverage size of jump jVolatility of jumps kM to generate forwards defghijkl defghijkl defghijkldefghijkl None:Mmm, represents a Dupire-style local vol model. nM to generate discount rates oInitial asset level p9Local vol function taking a time to maturity and a level qM to generate forwards mnopqrmnopqrmnopqrmnopqrNone:M ss9 represents a Heston model (i.e. stochastic volatility). tM to generate discounts uInitial asset level. vInitial variance wMean-reversion variance xVol-vol yCorrelation between processes zMean reversion speed {M to generate forwards stuvwxyz{| stuvwxyz{| stuvwxyz{|s tuvwxyz{| !"#$%&&'(()*++,-../0123456789:;<=>?@ABCDEFGHIJKLMNOPQ R R S S T U V W X X Y Z [ \ ] ^ ^ _ ` a b c c d e f g h h i j k l m n o p p q r n osstuvwxyz{|}~ quantfin-0.1.0.2Quant.Models.ProcessesQuant.Math.UtilitiesQuant.Math.IntegrationQuant.Math.Interpolation Quant.Time Quant.TypesQuant.ContingentClaimQuant.MonteCarloQuant.YieldCurve Quant.VolSurfQuant.Models.BlackQuant.Models.MertonQuant.Models.DupireQuant.Models.Heston ProcessSpecprocInit procGrowth procElapsed lognormal tdmaSolver Integratormidpoint trapezoidsimpsonInterpolator1dlinearInterpolatorlogLinearInterpolatorlinearVarianceInterpolatorcSplineInterpolatorTimetimeDiff timeOffset timeFromZero OptionTypeCallPut MCObservables ObservablesobsGetCashFlowcfTimecfAmountContingentClaimunCC CCBuilder CCProcessor monitorTime payoutFuncmonitor monitorByNumspecify terminalOnly vanillaOption binaryOptionarithmeticAsianOptiongeometricAsianOption multipliershortzcb fixedBondforwardContract callSpread putSpreadstraddlecombine Discretize initializeevolve discountStatediscount forwardGenevolve'maxStep simulateState runSimulationrunSimulationAntiquickSim quickSimAnti MonteCarlo MonteCarloTrunMCNetYC FlatCurve YieldCurvediscforwardspotGridSurf gridStrikesgridMaturities gridQuotesgridStrikeInterpolatorgridTimeInterpolatorFlatSurfVolSurfvolvarlocalVolBlack blackInitblackVolblackForwardGenblackYieldCurveMerton mertonInitial mertonVolmertonIntensitymertonJumpMean mertonJumpVolmertonForwardGenmertonDiscounterDupire dupireInitial dupireFuncHeston hestonInithestonV0hestonVF hestonLambda hestonCorrel hestonMeanRevhestonForwardGen hestonDisc vanillaPayout binaryPayout PayoffFuncMCMap$fMonoidContingentClaim$fYieldCurveNetYC$fYieldCurveFlatCurve$fVolSurfGridSurf$fVolSurfFlatSurf$fDiscretizeBlack$fDiscretizeMerton$fDiscretizeDupire$fDiscretizeHeston