x      !"#$%&'()*+,-./0123456789:;<=>?@ABC D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~  None        None      Safe-InferredNone+Tridiagonal matrix solver. Pretty simple. zSomething similar to cotraverse in the Distributive package, but specialized to unboxed vectors, which are not functors.  Safe-InferredLA function, a lower bound, an upper bound and returns the integrated value. Midpoint integration. Trapezoidal integration. "Integration using Simpson's rule. None !" !" !" !" Safe-Inferred#$%&'#$%&'#$%&'#$%&' Safe-Inferred2Five observable container. 4Four observable container. 6Three observable container. 8Two observable container. :Single-observable container. <Type for Put or Calls ?)A CashFlow is just a time and an amount. *()*+,-./0123456789:;<=>?@AB()*+,-./0123456789:;<=>?@AB?@AB:;89674523<>=01./,-*+()()*+,-./0123456789:;<>=?@AB  Safe-InferredHMDBasic element of a L. Each element contains a Time. Each Time, the observables are stored in the map. Also, optionally a payout function may be applied at any time step. H)Contingent claims with four observables. I*Contingent claims with three observables. J(Contingent claims with two observables. K'Contingent claims with one observable. LqKey type for building contingent claims. Monoid instance allows for trivial combinations of contingent claims. OO9 gets the value of the first observable at a given time. PP9 gets the value of the first observable at a given time. QQ: gets the value of the second observable at a given time. RR9 gets the value of the third observable at a given time. SS: gets the value of the fourth observable at a given time. TT9 gets the value of the fifth observable at a given time. % applies any getter at a given time. U4Pulls a ContingentClaim out of the CCBuilder monad. 6Function to generate a vanilla put/call style payout. -Function to generate a binary option payout. VTakes a maturity time and a function and generates a ContingentClaim dependent only on the terminal value of the observable. WVTakes an OptionType, a strike, and a time to maturity and generates a vanilla option. XhTakes an OptionType, a strike, a payout amount and a time to maturity and generates a vanilla option. YnTakes an OptionType, a strike, observation times, time to maturity and generates an arithmetic Asian option. ZnTakes an OptionType, a strike, observation times, time to maturity and generates an arithmetic Asian option. [.Scales up a contingent claim by a multiplier. \CFlips the signs in a contingent claim to make it a short position. ]<Takes an amount and a time and generates a fixed cash flow. ^QTakes a face value, an interest rate, a payment frequency and makes a fixed bond _;Takes a time to maturity and generates a forward contract. `cA call spread is a long position in a low-strike call and a short position in a high strike call. a`A put spread is a long position in a high strike put and a short position in a low strike put. bHA straddle is a put and a call with the same time to maturity / strike. c*Combines two contingent claims into one. %CDEFGHIJKLMNOPQRSTU Put or Call Strike Observable val Price  Put or call strike +Payout amount if binary condition achieved observable level calculated payout VWXYZ[\]^_`abc(<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abc(LMNKJIHDEFG<>=?@ABCUOPQRSTWXbYZ`a_]^[\cV CDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abc None368dThe dQ class defines those models on which Monte Carlo simulations can be performed. Minimal complete definition: e,  discounter, h and i. eAInitializes a Monte Carlo simulation for a given number of runs. fCEvolves the internal states of the MC variables between two times. gSNon-stateful discounting function...might need to find a better place to put this. h@Stateful forward generator for a given model at a certain time. i5Internal function to evolve a model to a given time. jVDetermines the maximum size time-step for discretization purposes. Defaults to 1/250. k@Perform a simulation of a compiled basket of contingent claims. l Wraps the Identity monad in the m transformer. m2A monad transformer for Monte-Carlo calculations. nRunsF a MonteCarlo calculation and provides the result of the computation. oRuns a simulation for a L. pLike o=, but splits the trials in two and does antithetic variates. qo) with a default random number generator. rp) with a default random number generator. deModel fModel time to evolve to ghimodel time to evolve to 'whether or not to use flipped variates computation result jkmodel compilied basket of claims number of trials  antithetic? computation result lmnMonte Carlo computation. Initial state.  Initial random-generator state. Final result of computation. omodel claims to value initial random state trials $whether to use antithetic variables  final value pqr<=>defghijklmnopqrlmndefghijk<>=opqrdefghijklmnopqr  Safe-Inferredsw, that represents the difference between two ws. ugA flat curve is just a flat curve with one continuously compounded rate at all points on the curve. wThe w7 class defines the basic operations of a yield curve. Minimal complete definition: x. x4Calculate the discount factor for a given maturity. y/Calculate the forward rate between a t1 and t2 z.Calculate the spot rate for a given maturity. stuvwxyzstuvwxyzwxyzuvststuvwxyz None;A flat surface has one volatility at all times/maturities. The > 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. {|}~Volatility surface Initial stock price w to generate forwards Current stock level Time Local volatility {|}~ {|}~{|}~ None6:M# represents a Black-Scholes model. w to handle discounting Initial asset level.  Volatility. w to generate forwards None6:M5 represents a Merton model (Black-Scholes w/ jumps). w to generate discount rates Initial asset level Asset volatility Intensity of Poisson process Average size of jump Volatility of jumps w to generate forwards None6:M, represents a Dupire-style local vol model. w to generate discount rates Initial asset level 9Local vol function taking a time to maturity and a level w to generate forwards None6:M 9 represents a Heston model (i.e. stochastic volatility). w to generate discounts Initial asset level. Initial variance Mean-reversion variance Vol-vol Correlation between processes Mean reversion speed w to generate forwards   !"#$$%&'()*+,-./01223456789:;<=>?@@AABBCCDDEFGHHIJ K L L M N O P Q R S 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 s t u v w x y y z z { | } ~         quantfin-0.2.0.0Quant.VectorOpsQuant.RNG.MWC64XQuant.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.*.*..*././../.+.+..+.-.-..-MWC64X randomWord32 randomInt randomWord64 randomDouble randomInt64skip ProcessSpecnormal lognormal tdmaSolver cotraverseVec Integratormidpoint trapezoidsimpsonInterpolator1dlinearInterpolatorlogLinearInterpolatorlinearVarianceInterpolatorcSplineInterpolatorTimetimeDiff timeOffset timeFromZeroObs5get5Obs4get4Obs3get3Obs2get2Obs1get1 Observables5 Observables4 Observables3 Observables2 Observables1 OptionTypeCallPutCashFlowcfTimecfAmount CCBuilder CCProcessor monitorTime payoutFuncContingentClaim4ContingentClaim3ContingentClaim2ContingentClaim1ContingentClaimunCCmonitormonitor1monitor2monitor3monitor4monitor5specify terminalOnly vanillaOption binaryOptionarithmeticAsianOptiongeometricAsianOption multipliershortzcb fixedBondforwardContract callSpread putSpreadstraddlecombine Discretize initializeevolvediscount forwardGenevolve'maxStep simulateState MonteCarlo MonteCarloTrunMC runSimulationrunSimulationAntiquickSim quickSimAntiNetYC FlatCurve YieldCurvediscforwardspotGridSurf gridStrikesgridMaturities gridQuotesgridStrikeInterpolatorgridTimeInterpolatorFlatSurfVolSurfvolvarlocalVolBlack blackInitblackVolblackForwardGenblackYieldCurveMerton mertonInitial mertonVolmertonIntensitymertonJumpMean mertonJumpVolmertonForwardGenmertonDiscounterDupire dupireInitial dupireFuncHeston hestonInithestonV0hestonVF hestonLambda hestonCorrel hestonMeanRevhestonForwardGen hestonDiscaddMod64mulMod64powMod64mkWord64aConstmConst skipConst$fRandomGenMWC64X$fObs5Observables5$fObs4Observables5$fObs4Observables4$fObs3Observables5$fObs3Observables4$fObs3Observables3$fObs2Observables5$fObs2Observables4$fObs2Observables3$fObs2Observables2$fObs1Observables5$fObs1Observables4$fObs1Observables3$fObs1Observables2$fObs1Observables1monitorGeneric vanillaPayout binaryPayout$fMonoidContingentClaim$fYieldCurveNetYC$fYieldCurveFlatCurve$fVolSurfGridSurf$fVolSurfFlatSurf$fDiscretizeBlackObservables1$fDiscretizeMertonObservables1$fDiscretizeDupireObservables1$fDiscretizeHestonObservables2