quantfin-0.1.0.2: Quant finance library in pure Haskell.

Safe HaskellSafe-Inferred
LanguageHaskell2010

Quant.Models.Processes

Documentation

data ProcessSpec Source

Constructors

ProcessSpec 

Fields

procInit :: Double
 
procGrowth :: Double
 
procElapsed :: Double
 

lognormal :: ProcessSpec -> Double -> Double -> Double Source