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<li>Odds and ends (implementation of simple yield curves, volatility surfaces, etc) and future plans</li>
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</ul>
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<p>The target audience for this blog post is folks who know a bit of Haskell and are curious how it might apply to this particular problem.</p>
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<h1>
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<a id="quick-sidebar-quant-finance-basics" class="anchor" href="#quick-sidebar-quant-finance-basics" aria-hidden="true"><span class="octicon octicon-link"></span></a>Quick Sidebar: Quant Finance Basics</h1>
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</ol>
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<h1>
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<a id="the-contingentclaim-type" class="anchor" href="#the-contingentclaim-type" aria-hidden="true"><span class="octicon octicon-link"></span></a>The <code>ContingentClaim</code> Type</h1>
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<a id="the-contingentclaim-type" class="anchor" href="#the-contingentclaim-type" aria-hidden="true"><span class="octicon octicon-link"></span></a>The ContingentClaim Type</h1>
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<p>The first thing any Monte Carlo engine needs is a way to specify your payoffs. The great Simon Peyton-Jones
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himself has worked on <a href="http://research.microsoft.com/en-us/um/people/simonpj/Papers/financial-%0Acontracts/contracts-icfp.htm">this very problem</a>. His solution is, of course, quite good, but it's actually too general for our
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<p>Neat!</p>
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<h1>
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<a id="wrapping-up-a-loose-end---the-observables-type" class="anchor" href="#wrapping-up-a-loose-end---the-observables-type" aria-hidden="true"><span class="octicon octicon-link"></span></a>Wrapping Up a Loose End - The <code>Observables</code> Type</h1>
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<a id="wrapping-up-a-loose-end---the-observables-type" class="anchor" href="#wrapping-up-a-loose-end---the-observables-type" aria-hidden="true"><span class="octicon octicon-link"></span></a>Wrapping Up a Loose End - The Observables Type</h1>
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<p>I mentioned earlier that the <code>Observables</code> type is a bit more sophisticated than I was letting on. The issue is that
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right now I can do this:</p>

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