quantfin-0.2.0.0: Quant finance library in pure Haskell.

Index

*.Quant.VectorOps
+.Quant.VectorOps
-.Quant.VectorOps
.*Quant.VectorOps
.*.Quant.VectorOps
.+Quant.VectorOps
.+.Quant.VectorOps
.-Quant.VectorOps
.-.Quant.VectorOps
./Quant.VectorOps
./.Quant.VectorOps
/.Quant.VectorOps
arithmeticAsianOptionQuant.ContingentClaim
binaryOptionQuant.ContingentClaim
Black 
1 (Type/Class)Quant.Models.Black
2 (Data Constructor)Quant.Models.Black
blackForwardGenQuant.Models.Black
blackInitQuant.Models.Black
blackVolQuant.Models.Black
blackYieldCurveQuant.Models.Black
CallQuant.Types, Quant.ContingentClaim, Quant.MonteCarlo
callSpreadQuant.ContingentClaim
CashFlow 
1 (Type/Class)Quant.Types, Quant.ContingentClaim
2 (Data Constructor)Quant.Types, Quant.ContingentClaim
CCBuilderQuant.ContingentClaim
CCProcessor 
1 (Type/Class)Quant.ContingentClaim
2 (Data Constructor)Quant.ContingentClaim
cfAmountQuant.Types, Quant.ContingentClaim
cfTimeQuant.Types, Quant.ContingentClaim
combineQuant.ContingentClaim
ContingentClaim 
1 (Type/Class)Quant.ContingentClaim
2 (Data Constructor)Quant.ContingentClaim
ContingentClaim1Quant.ContingentClaim
ContingentClaim2Quant.ContingentClaim
ContingentClaim3Quant.ContingentClaim
ContingentClaim4Quant.ContingentClaim
cotraverseVecQuant.Math.Utilities
cSplineInterpolatorQuant.Math.Interpolation
discQuant.YieldCurve
discountQuant.MonteCarlo
DiscretizeQuant.MonteCarlo
Dupire 
1 (Type/Class)Quant.Models.Dupire
2 (Data Constructor)Quant.Models.Dupire
dupireFuncQuant.Models.Dupire
dupireInitialQuant.Models.Dupire
evolveQuant.MonteCarlo
evolve'Quant.MonteCarlo
fixedBondQuant.ContingentClaim
FlatCurve 
1 (Type/Class)Quant.YieldCurve
2 (Data Constructor)Quant.YieldCurve
FlatSurf 
1 (Type/Class)Quant.VolSurf
2 (Data Constructor)Quant.VolSurf
forwardQuant.YieldCurve
forwardContractQuant.ContingentClaim
forwardGenQuant.MonteCarlo
geometricAsianOptionQuant.ContingentClaim
get1Quant.Types
get2Quant.Types
get3Quant.Types
get4Quant.Types
get5Quant.Types
gridMaturitiesQuant.VolSurf
gridQuotesQuant.VolSurf
gridStrikeInterpolatorQuant.VolSurf
gridStrikesQuant.VolSurf
GridSurf 
1 (Type/Class)Quant.VolSurf
2 (Data Constructor)Quant.VolSurf
gridTimeInterpolatorQuant.VolSurf
Heston 
1 (Type/Class)Quant.Models.Heston
2 (Data Constructor)Quant.Models.Heston
hestonCorrelQuant.Models.Heston
hestonDiscQuant.Models.Heston
hestonForwardGenQuant.Models.Heston
hestonInitQuant.Models.Heston
hestonLambdaQuant.Models.Heston
hestonMeanRevQuant.Models.Heston
hestonV0Quant.Models.Heston
hestonVFQuant.Models.Heston
initializeQuant.MonteCarlo
IntegratorQuant.Math.Integration
Interpolator1dQuant.Math.Interpolation
linearInterpolatorQuant.Math.Interpolation
linearVarianceInterpolatorQuant.Math.Interpolation
localVolQuant.VolSurf
logLinearInterpolatorQuant.Math.Interpolation
lognormalQuant.Models.Processes
maxStepQuant.MonteCarlo
Merton 
1 (Type/Class)Quant.Models.Merton
2 (Data Constructor)Quant.Models.Merton
mertonDiscounter 
1 (Function)Quant.Models.Merton
2 (Function)Quant.Models.Dupire
mertonForwardGen 
1 (Function)Quant.Models.Merton
2 (Function)Quant.Models.Dupire
mertonInitialQuant.Models.Merton
mertonIntensityQuant.Models.Merton
mertonJumpMeanQuant.Models.Merton
mertonJumpVolQuant.Models.Merton
mertonVolQuant.Models.Merton
midpointQuant.Math.Integration
monitorQuant.ContingentClaim
monitor1Quant.ContingentClaim
monitor2Quant.ContingentClaim
monitor3Quant.ContingentClaim
monitor4Quant.ContingentClaim
monitor5Quant.ContingentClaim
monitorTimeQuant.ContingentClaim
MonteCarloQuant.MonteCarlo
MonteCarloTQuant.MonteCarlo
multiplierQuant.ContingentClaim
MWC64X 
1 (Type/Class)Quant.RNG.MWC64X
2 (Data Constructor)Quant.RNG.MWC64X
NetYC 
1 (Type/Class)Quant.YieldCurve
2 (Data Constructor)Quant.YieldCurve
normalQuant.Models.Processes
Obs1Quant.Types
Obs2Quant.Types
Obs3Quant.Types
Obs4Quant.Types
Obs5Quant.Types
Observables1 
1 (Type/Class)Quant.Types
2 (Data Constructor)Quant.Types
Observables2 
1 (Type/Class)Quant.Types
2 (Data Constructor)Quant.Types
Observables3 
1 (Type/Class)Quant.Types
2 (Data Constructor)Quant.Types
Observables4 
1 (Type/Class)Quant.Types
2 (Data Constructor)Quant.Types
Observables5 
1 (Type/Class)Quant.Types
2 (Data Constructor)Quant.Types
OptionTypeQuant.Types, Quant.ContingentClaim, Quant.MonteCarlo
payoutFuncQuant.ContingentClaim
ProcessSpec 
1 (Type/Class)Quant.Models.Processes
2 (Data Constructor)Quant.Models.Processes
PutQuant.Types, Quant.ContingentClaim, Quant.MonteCarlo
putSpreadQuant.ContingentClaim
quickSimQuant.MonteCarlo
quickSimAntiQuant.MonteCarlo
randomDoubleQuant.RNG.MWC64X
randomIntQuant.RNG.MWC64X
randomInt64Quant.RNG.MWC64X
randomWord32Quant.RNG.MWC64X
randomWord64Quant.RNG.MWC64X
runMCQuant.MonteCarlo
runSimulationQuant.MonteCarlo
runSimulationAntiQuant.MonteCarlo
shortQuant.ContingentClaim
simpsonQuant.Math.Integration
simulateStateQuant.MonteCarlo
skipQuant.RNG.MWC64X
specifyQuant.ContingentClaim
spotQuant.YieldCurve
straddleQuant.ContingentClaim
tdmaSolverQuant.Math.Utilities
terminalOnlyQuant.ContingentClaim
Time 
1 (Type/Class)Quant.Time
2 (Data Constructor)Quant.Time
timeDiffQuant.Time
timeFromZeroQuant.Time
timeOffsetQuant.Time
trapezoidQuant.Math.Integration
unCCQuant.ContingentClaim
vanillaOptionQuant.ContingentClaim
varQuant.VolSurf
volQuant.VolSurf
VolSurfQuant.VolSurf
YieldCurveQuant.YieldCurve
zcbQuant.ContingentClaim