quantfin-0.2.0.0: Quant finance library in pure Haskell.

Safe HaskellSafe-Inferred
LanguageHaskell2010

Quant.Models.Processes

Documentation

data ProcessSpec Source

Constructors

ProcessSpec !Double !Double !Double 

normal :: ProcessSpec -> Double -> Double -> Double Source

lognormal :: ProcessSpec -> Double -> Double -> Double Source