Safe Haskell | None |
---|---|
Language | Haskell2010 |
QuantLib.Methods.Pricer
- data MaxMinClosePricer = MMCP {}
- newtype LastPointPricer = LastPointPricer Double
- newtype LogLastPointPricer = LogLastPointPricer Double
Documentation
data MaxMinClosePricer Source #
Instances
newtype LastPointPricer Source #
This pricer gets the last point of path
Constructors
LastPointPricer Double |
Instances
newtype LogLastPointPricer Source #
This pricer estimates the log of difference between start and end of process
Constructors
LogLastPointPricer Double |
Instances