This package contains the interface to represent Contingent Claims trees. It contains data types and utility functions to process such trees. It also contains builder functions to facilitate the creation of trees using composition. The following modules are included:

  • Builders: Builder functions to compose trees from smaller building blocks
  • Internal.Claim: Internal data types to represent tree nodes
  • Claim: Smart constructors for the types defined in Internal.Claim
  • Observation: Data types to represent observations in trees
  • Util.Recursion: Utility functions to facilitate recursive traversal of trees