quantfin-0.1.0.1: Quant finance library in pure Haskell.

Safe HaskellNone
LanguageHaskell2010

Quant.Test

Documentation

baseYC :: FlatCurve Source

val :: Double Source

black :: Black Source

opt :: ContingentClaim Source

val' :: Double Source

val'' :: Double Source

val''' :: Double Source

val'''' :: Double Source

heston :: Heston Source

opt' :: ContingentClaim Source

opt'' :: ContingentClaim Source