hasquant

Safe Haskell	None
Language	Haskell2010

QuantLib.Method

Documentation

data PathGenerator #

data SamplePath #

pathGenerator #

Arguments

:: RngTrait
-> GenStochasticProcess a
-> TimeGrid
-> Word	seed
-> Word	dimension
-> Bool	brownian bridge
-> IO PathGenerator

sobolPathGenerator #

Arguments

:: SobolDirectionIntegers
-> GenStochasticProcess a
-> TimeGrid
-> Word	seed
-> Word	dimension
-> Bool	brownian bridge
-> IO PathGenerator

next :: PathGenerator -> IO SamplePath #

antithetic :: PathGenerator -> IO SamplePath #

weight :: SamplePath -> Double #

assetNumber :: SamplePath -> Word #

pathSize :: SamplePath -> Word #

Arguments

:: SamplePath
-> Word	asset
-> Word	point
-> IO Double

asset :: SamplePath -> Word -> IO [Double] #

asset' :: SamplePath -> Word -> IO (Vector CDouble) #