| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Index.Equity
Contents
Synopsis
- type EquityIndex = GenIndex CEquityIndex
- equityIndex :: String -> Calendar -> Currency -> Maybe (GenYieldTermStructure y1) -> Maybe (GenYieldTermStructure y2) -> Maybe (GenQuote q) -> IO EquityIndex
Types
Constructors
Arguments
| :: String | name |
| -> Calendar | fixingCalendar |
| -> Currency | |
| -> Maybe (GenYieldTermStructure y1) | interest |
| -> Maybe (GenYieldTermStructure y2) | dividend |
| -> Maybe (GenQuote q) | spot |
| -> IO EquityIndex |
A named equity total-return index, forecasting future fixings from an
optional risk-free interest rate curve and dividend curve, and an optional
spot Quote -- today's fixing is used when no spot is given.
Historical fixings are added via addFixing. No inspector is bound for
currency/interest curve/dividend curve/spot: each is a plain, never-mutated echo of this
constructor's own argument, same shape as the currency/interest/dividend/spot fields on
CommodityIndex -- the caller already holds whatever it passed in.