hquantlib-0.0.4.0: HQuantLib is a port of essencial parts of QuantLib to Haskell

Safe HaskellNone
LanguageHaskell2010

QuantLib.Quotes

Synopsis

Documentation

data SimpleQuote #

Market element returning a stored value

Constructors

SimpleQuote (Maybe Double) 

data CompositeQuote a #

Market element whose value depends on two other market elements

Constructors

CompositeQuote 

Fields

data DerivedQuote a #

Market element whose value depends on another quote

Constructors

DerivedQuote 

Fields

data ImpliedStdDevQuote a #

Quote for the implied standard deviation of an underlying