| Safe Haskell | Safe-Inferred |
|---|---|
| Language | Haskell2010 |
Quant.Types
- data CashFlow = CashFlow {}
- data Observables a = Observables {
- obsGet :: [a]
- type MCObservables = Observables Double
- data OptionType
Documentation
data Observables a Source
Observables are the observables available in a Monte Carlo simulation. Most basic MCs will have one observables (Black-Scholes) whereas more complex ones will have multiple (i.e. Heston-Hull-White).
Constructors
| Observables | |
Fields
| |
Instances
| Show a => Show (Observables a) |
type MCObservables = Observables Double Source