| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.TermStructure
Synopsis
- type TermStructure = GenTermStructure CTermStructure
- data GenTermStructure a
- asTermStructure :: GenTermStructure a -> IO TermStructure
- referenceDate :: GenTermStructure a -> IO Day
- maxDate :: GenTermStructure a -> IO Day
Documentation
type TermStructure = GenTermStructure CTermStructure #
data GenTermStructure a #
asTermStructure :: GenTermStructure a -> IO TermStructure #
referenceDate :: GenTermStructure a -> IO Day #
the date at which discount = 1.0 and/or variance = 0.0
maxDate :: GenTermStructure a -> IO Day #