| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Instrument.CapFloor
Synopsis
- type CapFloor = GenInstrument CCapFloor
- cap :: GenLeg a -> [Double] -> IO CapFloor
- collar :: GenLeg a -> [Double] -> [Double] -> IO CapFloor
- floor :: GenLeg a -> [Double] -> IO CapFloor
- atmRate :: CapFloor -> GenYieldTermStructure y -> IO Double
- impliedVolatility :: CapFloor -> Double -> GenYieldTermStructure y -> Double -> Double -> Word -> Double -> Double -> IO Double
- optionlet :: CapFloor -> Word -> IO CapFloor