| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Methods.Pricer
Synopsis
- data MaxMinClosePricer = MMCP {}
- newtype LastPointPricer = LastPointPricer Double
- newtype LogLastPointPricer = LogLastPointPricer Double
Documentation
data MaxMinClosePricer Source #
Instances
| Show MaxMinClosePricer Source # | |
Defined in QuantLib.Methods.Pricer Methods showsPrec :: Int -> MaxMinClosePricer -> ShowS # show :: MaxMinClosePricer -> String # showList :: [MaxMinClosePricer] -> ShowS # | |
| PathPricer MaxMinClosePricer Source # | |
Defined in QuantLib.Methods.Pricer Methods ppPrice :: MaxMinClosePricer -> Path -> MaxMinClosePricer Source # | |
newtype LastPointPricer Source #
This pricer gets the last point of path
Constructors
| LastPointPricer Double |
Instances
| PathPricer LastPointPricer Source # | |
Defined in QuantLib.Methods.Pricer Methods ppPrice :: LastPointPricer -> Path -> LastPointPricer Source # | |
newtype LogLastPointPricer Source #
This pricer estimates the log of difference between start and end of process
Constructors
| LogLastPointPricer Double |
Instances
| PathPricer LogLastPointPricer Source # | |
Defined in QuantLib.Methods.Pricer Methods ppPrice :: LogLastPointPricer -> Path -> LogLastPointPricer Source # | |