Quant.ContingentClaim

Types for modeling contingent claims.

data ContingentClaim a

type ContingentClaim1

type ContingentClaim2

type ContingentClaim3

type ContingentClaim4

data CCProcessor a

data OptionType

data CashFlow

type CCBuilder w r a

Options and option combinators

specify

monitor

monitor1

monitor2

monitor3

monitor4

monitor5

vanillaOption

binaryOption

straddle

arithmeticAsianOption

geometricAsianOption

callSpread

putSpread

forwardContract

zcb

fixedBond

multiplier

short

combine

terminalOnly