quantfin-0.1.0.1: Quant finance library in pure Haskell.

Index

arithmeticAsianOptionQuant.ContingentClaim
baseYCQuant.Test
binaryOptionQuant.ContingentClaim
Black 
1 (Type/Class)Quant.Models.Black
2 (Data Constructor)Quant.Models.Black
blackQuant.Test
blackForwardGenQuant.Models.Black
blackInitQuant.Models.Black
blackVolQuant.Models.Black
blackYieldCurveQuant.Models.Black
CallQuant.ContingentClaim, Quant.MonteCarlo
callSpreadQuant.ContingentClaim
ccBasketQuant.ContingentClaim
changeObservableFctQuant.ContingentClaim
CharFuncQuant.Models
charFuncQuant.Models
charFuncMartQuant.Models
charFuncOptionQuant.Models
collectorQuant.ContingentClaim
combineQuant.ContingentClaim
ContingentClaimQuant.ContingentClaim
ContingentClaim' 
1 (Type/Class)Quant.ContingentClaim
2 (Data Constructor)Quant.ContingentClaim
ContingentClaimBasket 
1 (Type/Class)Quant.ContingentClaim
2 (Data Constructor)Quant.ContingentClaim
discQuant.YieldCurve
discounterQuant.MonteCarlo
DiscretizeQuant.MonteCarlo
Dupire 
1 (Type/Class)Quant.Models.Dupire
2 (Data Constructor)Quant.Models.Dupire
dupireFuncQuant.Models.Dupire
dupireInitialQuant.Models.Dupire
evolveQuant.MonteCarlo
evolve'Quant.MonteCarlo
fixedQuant.ContingentClaim
FlatCurve 
1 (Type/Class)Quant.YieldCurve
2 (Data Constructor)Quant.YieldCurve
FlatSurf 
1 (Type/Class)Quant.VolSurf
2 (Data Constructor)Quant.VolSurf
forwardQuant.YieldCurve
forwardContractQuant.ContingentClaim
forwardGenQuant.MonteCarlo
geometricAsianOptionQuant.ContingentClaim
getTrialsQuant.MonteCarlo
Heston 
1 (Type/Class)Quant.Models.Heston
2 (Data Constructor)Quant.Models.Heston
hestonQuant.Test
hestonCorrelQuant.Models.Heston
hestonDiscQuant.Models.Heston
hestonForwardGenQuant.Models.Heston
hestonInitQuant.Models.Heston
hestonLambdaQuant.Models.Heston
hestonMeanRevQuant.Models.Heston
hestonV0Quant.Models.Heston
hestonVFQuant.Models.Heston
initializeQuant.MonteCarlo
IntegratorQuant.Math.Integration
maxStepQuant.MonteCarlo
Merton 
1 (Type/Class)Quant.Models.Merton
2 (Data Constructor)Quant.Models.Merton
mertonDiscounter 
1 (Function)Quant.Models.Merton
2 (Function)Quant.Models.Dupire
mertonForwardGen 
1 (Function)Quant.Models.Merton
2 (Function)Quant.Models.Dupire
mertonInitialQuant.Models.Merton
mertonIntensityQuant.Models.Merton
mertonJumpMeanQuant.Models.Merton
mertonJumpVolQuant.Models.Merton
mertonVolQuant.Models.Merton
midpointQuant.Math.Integration
MonteCarloQuant.MonteCarlo
MonteCarloTQuant.MonteCarlo
multiplierQuant.ContingentClaim
NetYC 
1 (Type/Class)Quant.YieldCurve
2 (Data Constructor)Quant.YieldCurve
Observables 
1 (Type/Class)Quant.ContingentClaim
2 (Data Constructor)Quant.ContingentClaim
observationsQuant.ContingentClaim
obsHeadQuant.ContingentClaim
obsNumQuant.ContingentClaim
optQuant.Test
opt'Quant.Test
opt''Quant.Test
OptionTypeQuant.ContingentClaim, Quant.MonteCarlo
payoutTimeQuant.ContingentClaim
PutQuant.ContingentClaim, Quant.MonteCarlo
putSpreadQuant.ContingentClaim
quickSimQuant.MonteCarlo
quickSimAntiQuant.MonteCarlo
runMCQuant.MonteCarlo
runSimulationQuant.MonteCarlo
runSimulationAntiQuant.MonteCarlo
shortQuant.ContingentClaim
simpsonQuant.Math.Integration
simulateStateQuant.MonteCarlo
spotQuant.YieldCurve
straddleQuant.ContingentClaim
terminalOnlyQuant.ContingentClaim
trapezoidQuant.Math.Integration
valQuant.Test
val'Quant.Test
val''Quant.Test
val'''Quant.Test
val''''Quant.Test
vanillaOptionQuant.ContingentClaim
varQuant.VolSurf
volQuant.VolSurf
VolSurfQuant.VolSurf
YieldCurveQuant.YieldCurve