Safe Haskell | Safe-Infered |
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- data AbsoluteTolerance = AbsoluteTolerance {}
- data BullionDeliveryLocation = BullionDeliveryLocation Scheme BullionDeliveryLocationAttributes
- data BullionDeliveryLocationAttributes = BullionDeliveryLocationAttributes {}
- data BullionPhysicalLeg = BullionPhysicalLeg {
- bullionPhysicLeg_ID :: Maybe ID
- bullionPhysicLeg_payerPartyReference :: Maybe PartyReference
- bullionPhysicLeg_payerAccountReference :: Maybe AccountReference
- bullionPhysicLeg_receiverPartyReference :: Maybe PartyReference
- bullionPhysicLeg_receiverAccountReference :: Maybe AccountReference
- bullionPhysicLeg_bullionType :: Maybe BullionTypeEnum
- bullionPhysicLeg_deliveryLocation :: Maybe BullionDeliveryLocation
- bullionPhysicLeg_choice6 :: Maybe (OneOf2 CommodityNotionalQuantity CommodityPhysicalQuantitySchedule)
- bullionPhysicLeg_totalPhysicalQuantity :: UnitQuantity
- bullionPhysicLeg_settlementDate :: Maybe AdjustableOrRelativeDate
- data CalculationPeriodsDatesReference = CalculationPeriodsDatesReference {}
- data CalculationPeriodsReference = CalculationPeriodsReference {}
- data CalculationPeriodsScheduleReference = CalculationPeriodsScheduleReference {}
- data CoalAttributeDecimal = CoalAttributeDecimal {}
- data CoalAttributePercentage = CoalAttributePercentage {}
- data CoalDelivery = CoalDelivery {}
- data CoalDeliveryPoint = CoalDeliveryPoint Scheme CoalDeliveryPointAttributes
- data CoalDeliveryPointAttributes = CoalDeliveryPointAttributes {}
- data CoalPhysicalLeg = CoalPhysicalLeg {
- coalPhysicLeg_ID :: Maybe ID
- coalPhysicLeg_payerPartyReference :: Maybe PartyReference
- coalPhysicLeg_payerAccountReference :: Maybe AccountReference
- coalPhysicLeg_receiverPartyReference :: Maybe PartyReference
- coalPhysicLeg_receiverAccountReference :: Maybe AccountReference
- coalPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods
- coalPhysicLeg_coal :: CoalProduct
- coalPhysicLeg_deliveryConditions :: CoalDelivery
- coalPhysicLeg_deliveryQuantity :: CommodityPhysicalQuantity
- data CoalProduct = CoalProduct {}
- data CoalProductSource = CoalProductSource Scheme CoalProductSourceAttributes
- data CoalProductSourceAttributes = CoalProductSourceAttributes {}
- data CoalProductSpecifications = CoalProductSpecifications {}
- data CoalProductType = CoalProductType Scheme CoalProductTypeAttributes
- data CoalProductTypeAttributes = CoalProductTypeAttributes {}
- data CoalQualityAdjustments = CoalQualityAdjustments Scheme CoalQualityAdjustmentsAttributes
- data CoalQualityAdjustmentsAttributes = CoalQualityAdjustmentsAttributes {}
- data CoalStandardQuality = CoalStandardQuality {
- coalStdQuality_moisture :: Maybe CoalAttributePercentage
- coalStdQuality_ash :: Maybe CoalAttributePercentage
- coalStdQuality_sulfur :: Maybe CoalAttributePercentage
- coalStdQuality_sO2 :: Maybe CoalAttributePercentage
- coalStdQuality_volatile :: Maybe CoalAttributePercentage
- coalStdQuality_bTUperLB :: Maybe CoalAttributeDecimal
- coalStdQuality_topSize :: Maybe CoalAttributeDecimal
- coalStdQuality_finesPassingScreen :: Maybe CoalAttributeDecimal
- coalStdQuality_grindability :: Maybe CoalAttributeDecimal
- coalStdQuality_ashFusionTemperature :: Maybe CoalAttributeDecimal
- coalStdQuality_initialDeformation :: Maybe CoalAttributeDecimal
- coalStdQuality_softeningHeightWidth :: Maybe CoalAttributeDecimal
- coalStdQuality_softeningHeightHalfWidth :: Maybe CoalAttributeDecimal
- coalStdQuality_fluid :: Maybe CoalAttributeDecimal
- data CoalStandardQualitySchedule = CoalStandardQualitySchedule {}
- data CoalTransportationEquipment = CoalTransportationEquipment Scheme CoalTransportationEquipmentAttributes
- data CoalTransportationEquipmentAttributes = CoalTransportationEquipmentAttributes {}
- data CommodityAmericanExercise = CommodityAmericanExercise {
- commodAmericExerc_ID :: Maybe ID
- commodAmericExerc_exercisePeriod :: [CommodityExercisePeriods]
- commodAmericExerc_exerciseFrequency :: Maybe Frequency
- commodAmericExerc_choice2 :: Maybe (OneOf2 BusinessCenterTime DeterminationMethod)
- commodAmericExerc_expirationTime :: Maybe BusinessCenterTime
- commodAmericExerc_multipleExercise :: Maybe CommodityMultipleExercise
- data CommodityCalculationPeriodsSchedule = CommodityCalculationPeriodsSchedule {}
- data CommodityDeliveryPeriods = CommodityDeliveryPeriods {}
- data CommodityDeliveryPoint = CommodityDeliveryPoint Scheme CommodityDeliveryPointAttributes
- data CommodityDeliveryPointAttributes = CommodityDeliveryPointAttributes {}
- data CommodityDeliveryRisk = CommodityDeliveryRisk Scheme CommodityDeliveryRiskAttributes
- data CommodityDeliveryRiskAttributes = CommodityDeliveryRiskAttributes {}
- data CommodityEuropeanExercise = CommodityEuropeanExercise {}
- data CommodityExercise = CommodityExercise {
- commodExerc_choice0 :: Maybe (OneOf2 CommodityAmericanExercise CommodityEuropeanExercise)
- commodExerc_automaticExercise :: Maybe Boolean
- commodExerc_writtenConfirmation :: Maybe Boolean
- commodExerc_settlementCurrency :: Maybe IdentifiedCurrency
- commodExerc_fx :: Maybe CommodityFx
- commodExerc_conversionFactor :: Maybe Decimal
- commodExerc_choice6 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))
- data CommodityExercisePeriods = CommodityExercisePeriods {}
- data CommodityExpireRelativeToEvent = CommodityExpireRelativeToEvent Scheme CommodityExpireRelativeToEventAttributes
- data CommodityExpireRelativeToEventAttributes = CommodityExpireRelativeToEventAttributes {}
- data CommodityForward = CommodityForward {
- commodForward_ID :: Maybe ID
- commodForward_primaryAssetClass :: Maybe AssetClass
- commodForward_secondaryAssetClass :: [AssetClass]
- commodForward_productType :: [ProductType]
- commodForward_productId :: [ProductId]
- commodForward_valueDate :: Maybe AdjustableOrRelativeDate
- commodForward_fixedLeg :: Maybe NonPeriodicFixedPriceLeg
- commodityForward_leg :: Maybe CommodityForwardLeg
- commodForward_commonPricing :: Maybe Boolean
- commodForward_marketDisruption :: Maybe CommodityMarketDisruption
- commodForward_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum
- commodForward_rounding :: Maybe Rounding
- data CommodityFixedPriceSchedule = CommodityFixedPriceSchedule {}
- data CommodityForwardLeg = CommodityForwardLeg_PhysicalForwardLeg PhysicalForwardLeg
- data CommodityFrequencyType = CommodityFrequencyType Scheme CommodityFrequencyTypeAttributes
- data CommodityFrequencyTypeAttributes = CommodityFrequencyTypeAttributes {}
- data CommodityFx = CommodityFx {
- commodityFx_primaryRateSource :: Maybe InformationSource
- commodityFx_secondaryRateSource :: Maybe InformationSource
- commodityFx_fxType :: Maybe CommodityFxType
- commodityFx_averagingMethod :: Maybe AveragingMethodEnum
- commodityFx_choice4 :: OneOf2 [AdjustableDates] (Maybe CommodityDayTypeEnum, Maybe (OneOf2 (Maybe CommodityFrequencyType, Maybe PositiveInteger) ([DayOfWeekEnum], Maybe Integer)), Maybe (OneOf2 Lag LagReference), Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))
- commodityFx_fixingTime :: Maybe BusinessCenterTime
- data CommodityFxType = CommodityFxType Scheme CommodityFxTypeAttributes
- data CommodityFxTypeAttributes = CommodityFxTypeAttributes {}
- data CommodityHub = CommodityHub {}
- data CommodityHubCode = CommodityHubCode Scheme CommodityHubCodeAttributes
- data CommodityHubCodeAttributes = CommodityHubCodeAttributes {}
- data CommodityMarketDisruption = CommodityMarketDisruption {
- commodMarketDisrup_choice0 :: Maybe (OneOf2 (Maybe MarketDisruptionEventsEnum, [MarketDisruptionEvent]) [MarketDisruptionEvent])
- commodMarketDisrup_choice1 :: Maybe (OneOf2 DisruptionFallbacksEnum [SequencedDisruptionFallback])
- commodMarketDisrup_fallbackReferencePrice :: Maybe Underlyer
- commodMarketDisrup_maximumNumberOfDaysOfDisruption :: Maybe NonNegativeInteger
- commodMarketDisrup_priceMaterialityPercentage :: Maybe Decimal
- commodMarketDisrup_minimumFuturesContracts :: Maybe PositiveInteger
- data CommodityMultipleExercise = CommodityMultipleExercise {}
- data CommodityNotionalQuantity = CommodityNotionalQuantity {}
- data CommodityNotionalQuantitySchedule = CommodityNotionalQuantitySchedule {
- commodNotionQuantSched_ID :: Maybe ID
- commodNotionQuantSched_choice0 :: Maybe (OneOf2 [CommodityNotionalQuantity] [CommoditySettlementPeriodsNotionalQuantitySchedule])
- commodNotionQuantSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)
- data CommodityOption = CommodityOption {
- commodOption_ID :: Maybe ID
- commodOption_primaryAssetClass :: Maybe AssetClass
- commodOption_secondaryAssetClass :: [AssetClass]
- commodOption_productType :: [ProductType]
- commodOption_productId :: [ProductId]
- commodOption_buyerPartyReference :: Maybe PartyReference
- commodOption_buyerAccountReference :: Maybe AccountReference
- commodOption_sellerPartyReference :: Maybe PartyReference
- commodOption_sellerAccountReference :: Maybe AccountReference
- commodOption_optionType :: Maybe PutCallEnum
- commodOption_choice9 :: OneOf2 (Maybe Commodity, Maybe AdjustableOrRelativeDate, Maybe (OneOf2 CommodityCalculationPeriodsSchedule AdjustableDates), Maybe CommodityPricingDates, Maybe AveragingMethodEnum, OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference, Maybe CommodityExercise, OneOf2 NonNegativeMoney CommodityStrikeSchedule) (Maybe (OneOf2 CommoditySwap CommodityForward), Maybe CommodityPhysicalExercise)
- commodOption_premium :: [CommodityPremium]
- commodOption_commonPricing :: Maybe Boolean
- commodOption_marketDisruption :: Maybe CommodityMarketDisruption
- commodOption_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum
- commodOption_rounding :: Maybe Rounding
- data CommodityPayRelativeToEvent = CommodityPayRelativeToEvent Scheme CommodityPayRelativeToEventAttributes
- data CommodityPayRelativeToEventAttributes = CommodityPayRelativeToEventAttributes {}
- data CommodityPhysicalAmericanExercise = CommodityPhysicalAmericanExercise {
- commodPhysicAmericExerc_ID :: Maybe ID
- commodPhysicAmericExerc_choice0 :: Maybe (OneOf2 (Maybe AdjustableOrRelativeDates, Maybe AdjustableOrRelativeDates) (Maybe CommodityRelativeExpirationDates, Maybe CommodityRelativeExpirationDates))
- commodPhysicAmericExerc_latestExerciseTime :: Maybe PrevailingTime
- commodPhysicAmericExerc_expirationTime :: Maybe PrevailingTime
- data CommodityPhysicalEuropeanExercise = CommodityPhysicalEuropeanExercise {}
- data CommodityPhysicalExercise = CommodityPhysicalExercise {}
- data CommodityPhysicalQuantity = CommodityPhysicalQuantity {}
- data CommodityPhysicalQuantityBase
- data CommodityPhysicalQuantitySchedule = CommodityPhysicalQuantitySchedule {}
- data CommodityPipeline = CommodityPipeline Scheme CommodityPipelineAttributes
- data CommodityPipelineAttributes = CommodityPipelineAttributes {}
- data CommodityPipelineCycle = CommodityPipelineCycle Scheme CommodityPipelineCycleAttributes
- data CommodityPipelineCycleAttributes = CommodityPipelineCycleAttributes {}
- data CommodityPremium = CommodityPremium {
- commodPremium_ID :: Maybe ID
- commodPremium_payerPartyReference :: Maybe PartyReference
- commodPremium_payerAccountReference :: Maybe AccountReference
- commodPremium_receiverPartyReference :: Maybe PartyReference
- commodPremium_receiverAccountReference :: Maybe AccountReference
- commodPremium_paymentDate :: Maybe AdjustableOrRelativeDate
- commodPremium_paymentAmount :: Maybe NonNegativeMoney
- commodPremium_premiumPerUnit :: NonNegativeMoney
- data CommodityPricingDates = CommodityPricingDates {
- commodPricingDates_ID :: Maybe ID
- commodPricingDates_choice0 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)
- commodPricingDates_choice1 :: OneOf2 (Maybe Lag, OneOf3 (Maybe CommodityDayTypeEnum, Maybe (OneOf2 (Maybe CommodityFrequencyType, Maybe PositiveInteger) ([DayOfWeekEnum], Maybe Integer)), Maybe CommodityBusinessCalendar) [SettlementPeriods] [SettlementPeriodsReference]) [AdjustableDates]
- data CommodityProductGrade = CommodityProductGrade Scheme CommodityProductGradeAttributes
- data CommodityProductGradeAttributes = CommodityProductGradeAttributes {}
- data CommodityQuantityFrequency = CommodityQuantityFrequency Scheme CommodityQuantityFrequencyAttributes
- data CommodityQuantityFrequencyAttributes = CommodityQuantityFrequencyAttributes {}
- data CommodityRelativeExpirationDates = CommodityRelativeExpirationDates {}
- data CommodityRelativePaymentDates = CommodityRelativePaymentDates {
- commodRelatPaymentDates_ID :: Maybe ID
- commodRelatPaymentDates_choice0 :: Maybe (OneOf2 PayRelativeToEnum CommodityPayRelativeToEvent)
- commodRelatPaymentDates_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)
- commodRelatPaymentDates_paymentDaysOffset :: Maybe DateOffset
- commodRelatPaymentDates_choice3 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)
- data CommoditySettlementPeriodsNotionalQuantity = CommoditySettlementPeriodsNotionalQuantity {}
- data CommoditySettlementPeriodsNotionalQuantitySchedule = CommoditySettlementPeriodsNotionalQuantitySchedule {}
- data CommoditySettlementPeriodsPriceSchedule = CommoditySettlementPeriodsPriceSchedule {}
- data CommoditySpread = CommoditySpread {}
- data CommoditySpreadSchedule = CommoditySpreadSchedule {}
- data CommodityStrikeSchedule = CommodityStrikeSchedule {}
- data CommoditySwap = CommoditySwap {
- commodSwap_ID :: Maybe ID
- commodSwap_primaryAssetClass :: Maybe AssetClass
- commodSwap_secondaryAssetClass :: [AssetClass]
- commodSwap_productType :: [ProductType]
- commodSwap_productId :: [ProductId]
- commodSwap_effectiveDate :: AdjustableOrRelativeDate
- commodSwap_terminationDate :: AdjustableOrRelativeDate
- commodSwap_settlementCurrency :: Maybe IdentifiedCurrency
- commoditySwap_leg :: [CommoditySwapLeg]
- commodSwap_commonPricing :: Maybe Boolean
- commodSwap_marketDisruption :: Maybe CommodityMarketDisruption
- commodSwap_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum
- commodSwap_rounding :: Maybe Rounding
- data CommoditySwaption = CommoditySwaption {
- commodSwapt_ID :: Maybe ID
- commodSwapt_primaryAssetClass :: Maybe AssetClass
- commodSwapt_secondaryAssetClass :: [AssetClass]
- commodSwapt_productType :: [ProductType]
- commodSwapt_productId :: [ProductId]
- commodSwapt_buyerPartyReference :: Maybe PartyReference
- commodSwapt_buyerAccountReference :: Maybe AccountReference
- commodSwapt_sellerPartyReference :: Maybe PartyReference
- commodSwapt_sellerAccountReference :: Maybe AccountReference
- commodSwapt_optionType :: Maybe PutCallEnum
- commodSwapt_commoditySwap :: Maybe CommoditySwaptionUnderlying
- commodSwapt_physicalExercise :: Maybe CommodityPhysicalExercise
- commodSwapt_premium :: Maybe CommodityPremium
- commodSwapt_commonPricing :: Maybe Boolean
- commodSwapt_marketDisruption :: Maybe CommodityMarketDisruption
- commodSwapt_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum
- commodSwapt_rounding :: Maybe Rounding
- data CommoditySwaptionUnderlying = CommoditySwaptionUnderlying {
- commodSwaptUnderly_effectiveDate :: AdjustableOrRelativeDate
- commodSwaptUnderly_terminationDate :: AdjustableOrRelativeDate
- commodSwaptUnderly_settlementCurrency :: Maybe IdentifiedCurrency
- commodSwaptUnderly_commoditySwapLeg :: [CommoditySwapLeg]
- commodSwaptUnderly_commonPricing :: Maybe Boolean
- commodSwaptUnderly_marketDisruption :: Maybe CommodityMarketDisruption
- commodSwaptUnderly_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum
- commodSwaptUnderly_rounding :: Maybe Rounding
- data CommoditySwapLeg
- data DisruptionFallback = DisruptionFallback Scheme DisruptionFallbackAttributes
- data DisruptionFallbackAttributes = DisruptionFallbackAttributes {}
- data ElectricityDelivery = ElectricityDelivery {}
- data ElectricityDeliveryFirm = ElectricityDeliveryFirm {}
- data ElectricityDeliveryPeriods = ElectricityDeliveryPeriods {}
- data ElectricityDeliveryPoint = ElectricityDeliveryPoint Scheme ElectricityDeliveryPointAttributes
- data ElectricityDeliveryPointAttributes = ElectricityDeliveryPointAttributes {}
- data ElectricityDeliverySystemFirm = ElectricityDeliverySystemFirm {}
- data ElectricityDeliveryType = ElectricityDeliveryType {}
- data ElectricityDeliveryUnitFirm = ElectricityDeliveryUnitFirm {}
- data ElectricityPhysicalDeliveryQuantity = ElectricityPhysicalDeliveryQuantity {}
- data ElectricityPhysicalDeliveryQuantitySchedule = ElectricityPhysicalDeliveryQuantitySchedule {}
- data ElectricityPhysicalLeg = ElectricityPhysicalLeg {
- electrPhysicLeg_ID :: Maybe ID
- electrPhysicLeg_payerPartyReference :: Maybe PartyReference
- electrPhysicLeg_payerAccountReference :: Maybe AccountReference
- electrPhysicLeg_receiverPartyReference :: Maybe PartyReference
- electrPhysicLeg_receiverAccountReference :: Maybe AccountReference
- electrPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods
- electrPhysicLeg_settlementPeriods :: [SettlementPeriods]
- electrPhysicLeg_settlementPeriodsSchedule :: Maybe SettlementPeriodsSchedule
- electrPhysicLeg_electricity :: ElectricityProduct
- electrPhysicLeg_deliveryConditions :: ElectricityDelivery
- electrPhysicLeg_deliveryQuantity :: ElectricityPhysicalQuantity
- data ElectricityPhysicalQuantity = ElectricityPhysicalQuantity {}
- data ElectricityProduct = ElectricityProduct {}
- data ElectricityTransmissionContingency = ElectricityTransmissionContingency {}
- data ElectricityTransmissionContingencyType = ElectricityTransmissionContingencyType Scheme ElectricityTransmissionContingencyTypeAttributes
- data ElectricityTransmissionContingencyTypeAttributes = ElectricityTransmissionContingencyTypeAttributes {}
- data FinancialSwapLeg
- data FixedPrice = FixedPrice {}
- data FixedPriceLeg = FixedPriceLeg {
- fixedPriceLeg_ID :: Maybe ID
- fixedPriceLeg_payerPartyReference :: Maybe PartyReference
- fixedPriceLeg_payerAccountReference :: Maybe AccountReference
- fixedPriceLeg_receiverPartyReference :: Maybe PartyReference
- fixedPriceLeg_receiverAccountReference :: Maybe AccountReference
- fixedPriceLeg_choice4 :: OneOf4 AdjustableDates AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))
- fixedPriceLeg_choice5 :: OneOf2 CommodityFixedPriceSchedule (OneOf4 FixedPrice Decimal NonNegativeMoney [SettlementPeriodsFixedPrice])
- fixedPriceLeg_totalPrice :: Maybe NonNegativeMoney
- fixedPriceLeg_choice7 :: OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference
- fixedPriceLeg_choice8 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))
- fixedPriceLeg_flatRate :: Maybe FlatRateEnum
- fixedPriceLeg_flatRateAmount :: Maybe NonNegativeMoney
- data FloatingLegCalculation = FloatingLegCalculation {
- floatLegCalc_pricingDates :: CommodityPricingDates
- floatLegCalc_averagingMethod :: Maybe AveragingMethodEnum
- floatLegCalc_conversionFactor :: Maybe Decimal
- floatLegCalc_rounding :: Maybe Rounding
- floatLegCalc_choice4 :: Maybe (OneOf2 CommoditySpread [CommoditySpreadSchedule])
- floatLegCalc_fx :: Maybe CommodityFx
- data FloatingPriceLeg = FloatingPriceLeg {
- floatPriceLeg_ID :: Maybe ID
- floatPriceLeg_payerPartyReference :: Maybe PartyReference
- floatPriceLeg_payerAccountReference :: Maybe AccountReference
- floatPriceLeg_receiverPartyReference :: Maybe PartyReference
- floatPriceLeg_receiverAccountReference :: Maybe AccountReference
- floatPriceLeg_choice4 :: OneOf4 AdjustableDates AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))
- floatPriceLeg_commodity :: Commodity
- floatPriceLeg_choice6 :: OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference
- floatPriceLeg_calculation :: FloatingLegCalculation
- floatPriceLeg_choice8 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))
- floatPriceLeg_flatRate :: Maybe FlatRateEnum
- floatPriceLeg_flatRateAmount :: Maybe NonNegativeMoney
- data GasDelivery = GasDelivery {}
- data GasDeliveryPoint = GasDeliveryPoint Scheme GasDeliveryPointAttributes
- data GasDeliveryPointAttributes = GasDeliveryPointAttributes {}
- data GasDeliveryPeriods = GasDeliveryPeriods {
- gasDelivPeriods_ID :: Maybe ID
- gasDelivPeriods_choice0 :: OneOf3 AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))
- gasDelivPeriods_supplyStartTime :: PrevailingTime
- gasDelivPeriods_supplyEndTime :: PrevailingTime
- data GasPhysicalLeg = GasPhysicalLeg {
- gasPhysicLeg_ID :: Maybe ID
- gasPhysicLeg_payerPartyReference :: Maybe PartyReference
- gasPhysicLeg_payerAccountReference :: Maybe AccountReference
- gasPhysicLeg_receiverPartyReference :: Maybe PartyReference
- gasPhysicLeg_receiverAccountReference :: Maybe AccountReference
- gasPhysicLeg_deliveryPeriods :: GasDeliveryPeriods
- gasPhysicLeg_gas :: GasProduct
- gasPhysicLeg_deliveryConditions :: Maybe GasDelivery
- gasPhysicLeg_deliveryQuantity :: GasPhysicalQuantity
- data GasPhysicalQuantity = GasPhysicalQuantity {}
- data GasProduct = GasProduct {}
- data GasQuality = GasQuality Scheme GasQualityAttributes
- data GasQualityAttributes = GasQualityAttributes {}
- data Lag = Lag {}
- data LagReference = LagReference {}
- data MarketDisruptionEvent = MarketDisruptionEvent Scheme MarketDisruptionEventAttributes
- data MarketDisruptionEventAttributes = MarketDisruptionEventAttributes {}
- data NonPeriodicFixedPriceLeg = NonPeriodicFixedPriceLeg {
- nonPeriodFixedPriceLeg_ID :: Maybe ID
- nonPeriodFixedPriceLeg_payerPartyReference :: Maybe PartyReference
- nonPeriodFixedPriceLeg_payerAccountReference :: Maybe AccountReference
- nonPeriodFixedPriceLeg_receiverPartyReference :: Maybe PartyReference
- nonPeriodFixedPriceLeg_receiverAccountReference :: Maybe AccountReference
- nonPeriodFixedPriceLeg_fixedPrice :: FixedPrice
- nonPeriodFixedPriceLeg_totalPrice :: Maybe NonNegativeMoney
- nonPeriodFixedPriceLeg_quantityReference :: Maybe QuantityReference
- nonPeriodFixedPriceLeg_choice7 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))
- data OilDelivery = OilDelivery {}
- data OilPhysicalLeg = OilPhysicalLeg {
- oilPhysicLeg_ID :: Maybe ID
- oilPhysicLeg_payerPartyReference :: Maybe PartyReference
- oilPhysicLeg_payerAccountReference :: Maybe AccountReference
- oilPhysicLeg_receiverPartyReference :: Maybe PartyReference
- oilPhysicLeg_receiverAccountReference :: Maybe AccountReference
- oilPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods
- oilPhysicLeg_oil :: OilProduct
- oilPhysicLeg_deliveryConditions :: Maybe OilDelivery
- oilPhysicLeg_deliveryQuantity :: CommodityPhysicalQuantity
- data OilPipelineDelivery = OilPipelineDelivery {
- oilPipelDeliv_pipelineName :: Maybe CommodityPipeline
- oilPipelDeliv_withdrawalPoint :: Maybe CommodityDeliveryPoint
- oilPipelDeliv_entryPoint :: Maybe CommodityDeliveryPoint
- oilPipelDeliv_deliverableByBarge :: Maybe Boolean
- oilPipelDeliv_risk :: Maybe CommodityDeliveryRisk
- oilPipelDeliv_cycle :: [CommodityPipelineCycle]
- data OilProduct = OilProduct {}
- data OilProductType = OilProductType Scheme OilProductTypeAttributes
- data OilProductTypeAttributes = OilProductTypeAttributes {}
- data OilTransferDelivery = OilTransferDelivery {}
- data PercentageTolerance = PercentageTolerance {}
- data PhysicalForwardLeg = PhysicalForwardLeg_BullionPhysicalLeg BullionPhysicalLeg
- data PhysicalSwapLeg
- data QuantityScheduleReference = QuantityScheduleReference {}
- data QuantityReference = QuantityReference {}
- data SequencedDisruptionFallback = SequencedDisruptionFallback {}
- data SettlementPeriods = SettlementPeriods {
- settlPeriods_ID :: Maybe ID
- settlPeriods_duration :: Maybe SettlementPeriodDurationEnum
- settlPeriods_applicableDay :: [DayOfWeekEnum]
- settlPeriods_startTime :: Maybe OffsetPrevailingTime
- settlPeriods_endTime :: Maybe OffsetPrevailingTime
- settlPeriods_choice4 :: Maybe (OneOf2 CommodityBusinessCalendar CommodityBusinessCalendar)
- data SettlementPeriodsFixedPrice = SettlementPeriodsFixedPrice {}
- data SettlementPeriodsReference = SettlementPeriodsReference {}
- data SettlementPeriodsSchedule = SettlementPeriodsSchedule {}
- data SettlementPeriodsStep = SettlementPeriodsStep {}
- data UnitQuantity = UnitQuantity {}
- elementBullionPhysicalLeg :: XMLParser BullionPhysicalLeg
- elementToXMLBullionPhysicalLeg :: BullionPhysicalLeg -> [Content ()]
- elementCoalPhysicalLeg :: XMLParser CoalPhysicalLeg
- elementToXMLCoalPhysicalLeg :: CoalPhysicalLeg -> [Content ()]
- elementCommodityForward :: XMLParser CommodityForward
- elementToXMLCommodityForward :: CommodityForward -> [Content ()]
- elementCommodityForwardLeg :: XMLParser CommodityForwardLeg
- elementToXMLCommodityForwardLeg :: CommodityForwardLeg -> [Content ()]
- elementCommodityOption :: XMLParser CommodityOption
- elementToXMLCommodityOption :: CommodityOption -> [Content ()]
- elementCommoditySwap :: XMLParser CommoditySwap
- elementToXMLCommoditySwap :: CommoditySwap -> [Content ()]
- elementCommoditySwaption :: XMLParser CommoditySwaption
- elementToXMLCommoditySwaption :: CommoditySwaption -> [Content ()]
- elementCommoditySwapLeg :: XMLParser CommoditySwapLeg
- elementToXMLCommoditySwapLeg :: CommoditySwapLeg -> [Content ()]
- elementElectricityPhysicalLeg :: XMLParser ElectricityPhysicalLeg
- elementToXMLElectricityPhysicalLeg :: ElectricityPhysicalLeg -> [Content ()]
- elementFixedLeg :: XMLParser FixedPriceLeg
- elementToXMLFixedLeg :: FixedPriceLeg -> [Content ()]
- elementFloatingLeg :: XMLParser FloatingPriceLeg
- elementToXMLFloatingLeg :: FloatingPriceLeg -> [Content ()]
- elementGasPhysicalLeg :: XMLParser GasPhysicalLeg
- elementToXMLGasPhysicalLeg :: GasPhysicalLeg -> [Content ()]
- elementOilPhysicalLeg :: XMLParser OilPhysicalLeg
- elementToXMLOilPhysicalLeg :: OilPhysicalLeg -> [Content ()]
- module Data.FpML.V53.Shared.Option
Documentation
data AbsoluteTolerance Source
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
AbsoluteTolerance | |
|
data BullionDeliveryLocation Source
A scheme defining where bullion is to be delivered for a Bullion Transaction.
data BullionPhysicalLeg Source
Physically settled leg of a physically settled Bullion Transaction.
BullionPhysicalLeg | |
|
data CalculationPeriodsDatesReference Source
A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
data CalculationPeriodsReference Source
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container.
data CalculationPeriodsScheduleReference Source
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
data CoalAttributeDecimal Source
The different options for specifying the attributes of a coal quality measure as a decimal value.
CoalAttributeDecimal | |
|
data CoalAttributePercentage Source
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
CoalAttributePercentage | |
|
data CoalDelivery Source
The physical delivery conditions for coal.
CoalDelivery | |
|
data CoalDeliveryPoint Source
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
data CoalPhysicalLeg Source
Physically settled leg of a physically settled coal transaction.
CoalPhysicalLeg | |
|
data CoalProduct Source
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
CoalProduct | |
|
data CoalProductSource Source
A scheme identifying the sources of coal for a physically settled coal trade.
data CoalProductSpecifications Source
The different options for specifying the quality attributes of the coal to be delivered.
CoalProductSpecifications | |
|
data CoalProductType Source
A scheme identifying the types of coal for a physically settled coal trade.
data CoalQualityAdjustments Source
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
data CoalStandardQuality Source
The quality attributes of the coal to be delivered.
CoalStandardQuality | |
|
data CoalStandardQualitySchedule Source
The quality attributes of the coal to be delivered, specified on a periodic basis.
CoalStandardQualitySchedule | |
|
data CoalTransportationEquipment Source
A scheme identifying the methods by which coal may be transported.
data CommodityAmericanExercise Source
A type for defining exercise procedures associated with an American style exercise of a commodity option.
CommodityAmericanExercise | |
|
data CommodityCalculationPeriodsSchedule Source
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwapeffectiveDate and the commoditySwapterminationDate.
CommodityCalculationPeriodsSchedule | |
|
data CommodityDeliveryPeriods Source
The different options for specifying the Delivery Periods of a physical leg.
CommodityDeliveryPeriods | |
|
data CommodityDeliveryPoint Source
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
data CommodityDeliveryRisk Source
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
data CommodityEuropeanExercise Source
A type for defining exercise procedures associated with a European style exercise of a commodity option.
CommodityEuropeanExercise | |
|
data CommodityExercise Source
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
CommodityExercise | |
|
data CommodityExercisePeriods Source
CommodityExercisePeriods | |
|
data CommodityExpireRelativeToEvent Source
A scheme identifying the physical event relative to which option expiration occurs.
data CommodityForward Source
Commodity Forward
CommodityForward | |
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data CommodityFixedPriceSchedule Source
The Fixed Price for a given Calculation Period during the life of the trade. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price changes or remains the same between periods.
CommodityFixedPriceSchedule | |
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data CommodityForwardLeg Source
Abstract base class for all commodity forward legs
data CommodityFrequencyType Source
Frequency Type for use in Pricing Date specifications.
data CommodityFx Source
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.
CommodityFx | |
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data CommodityFxType Source
Identifes how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod.
data CommodityHub Source
A type defining a hub or other reference for a physically settled commodity trade.
CommodityHub | |
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data CommodityHubCode Source
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
data CommodityMarketDisruption Source
ISDA 1993 or 2005 commodity market disruption elements.
CommodityMarketDisruption | |
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data CommodityMultipleExercise Source
A type for defining the multiple exercise provisions of an American style commodity option.
CommodityMultipleExercise | |
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data CommodityNotionalQuantity Source
Commodity Notional.
CommodityNotionalQuantity | |
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data CommodityNotionalQuantitySchedule Source
The Notional Quantity per Calculation Period. There must be a Notional Quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods.
CommodityNotionalQuantitySchedule | |
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data CommodityOption Source
Commodity Option.
CommodityOption | |
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data CommodityPayRelativeToEvent Source
A scheme identifying the physical event relative to which payment occurs.
data CommodityPhysicalAmericanExercise Source
The parameters for defining the expiration date(s) and time(s) for an American style option.
CommodityPhysicalAmericanExercise | |
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data CommodityPhysicalEuropeanExercise Source
The parameters for defining the expiration date(s) and time(s) for a European style option.
CommodityPhysicalEuropeanExercise | |
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data CommodityPhysicalExercise Source
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
CommodityPhysicalExercise | |
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data CommodityPhysicalQuantity Source
A type defining the physical quantity of the commodity to be delivered.
CommodityPhysicalQuantity | |
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data CommodityPhysicalQuantityBase Source
An abstract base class for physical quantity types.
data CommodityPhysicalQuantitySchedule Source
The Quantity per Delivery Period. There must be a Quantity step specified for each Delivery Period, regardless of whether the Quantity changes or remains the same between periods.
CommodityPhysicalQuantitySchedule | |
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data CommodityPipeline Source
The pipeline through which the physical commodity will be delivered.
data CommodityPipelineCycle Source
The pipeline cycle during which the physical commodity will be delivered.
data CommodityPremium Source
The commodity option premium payable by the buyer to the seller.
CommodityPremium | |
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data CommodityPricingDates Source
The dates on which prices are observed for the underlyer.
CommodityPricingDates | |
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data CommodityProductGrade Source
A scheme identifying the grade of physical commodity product to be delivered.
data CommodityQuantityFrequency Source
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
data CommodityRelativeExpirationDates Source
The Expiration Dates of the trade relative to the Calculation Periods.
CommodityRelativeExpirationDates | |
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data CommodityRelativePaymentDates Source
The Payment Dates of the trade relative to the Calculation Periods.
CommodityRelativePaymentDates | |
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data CommoditySettlementPeriodsNotionalQuantity Source
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
CommoditySettlementPeriodsNotionalQuantity | |
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data CommoditySettlementPeriodsNotionalQuantitySchedule Source
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
CommoditySettlementPeriodsNotionalQuantitySchedule | |
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data CommoditySettlementPeriodsPriceSchedule Source
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
CommoditySettlementPeriodsPriceSchedule | |
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data CommoditySpread Source
CommoditySpread | |
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data CommoditySpreadSchedule Source
The Spread per Calculation Period. There must be a Spread specified for each Calculation Period, regardless of whether the Spread changes or remains the same between periods.
CommoditySpreadSchedule | |
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data CommodityStrikeSchedule Source
The Strike Price per Unit per Calculation Period. There must be a Strike Price per Unit step specified for each Calculation Period, regardless of whether the Strike changes or remains the same between periods.
CommodityStrikeSchedule | |
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data CommoditySwap Source
Commodity Swap.
CommoditySwap | |
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data CommoditySwaption Source
Commodity Swaption.
CommoditySwaption | |
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data CommoditySwaptionUnderlying Source
CommoditySwaptionUnderlying | |
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data CommoditySwapLeg Source
Abstract base class for all commodity swap legs
CommoditySwapLeg_PhysicalSwapLeg PhysicalSwapLeg | |
CommoditySwapLeg_NonPeriodicFixedPriceLeg NonPeriodicFixedPriceLeg | |
CommoditySwapLeg_FinancialSwapLeg FinancialSwapLeg |
data DisruptionFallback Source
A Disruption Fallback.
data ElectricityDelivery Source
The physical delivery conditions for electricity.
ElectricityDelivery | |
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data ElectricityDeliveryFirm Source
The physical delivery obligation options specific to a firm transaction.
ElectricityDeliveryFirm | |
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data ElectricityDeliveryPeriods Source
The different options for specifying the Delivery Periods for a physically settled electricity trade.
ElectricityDeliveryPeriods | |
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data ElectricityDeliveryPoint Source
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
data ElectricityDeliverySystemFirm Source
The physical delivery obligation options specific to a system firm transaction.
ElectricityDeliverySystemFirm | |
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data ElectricityDeliveryType Source
ElectricityDeliveryType | |
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data ElectricityDeliveryUnitFirm Source
The physical delivery obligation options specific to a unit firm transaction.
ElectricityDeliveryUnitFirm | |
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data ElectricityPhysicalDeliveryQuantity Source
A type defining the physical quantity of the electricity to be delivered.
ElectricityPhysicalDeliveryQuantity | |
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data ElectricityPhysicalDeliveryQuantitySchedule Source
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
ElectricityPhysicalDeliveryQuantitySchedule | |
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data ElectricityPhysicalLeg Source
Physically settled leg of a physically settled electricity transaction.
ElectricityPhysicalLeg | |
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data ElectricityPhysicalQuantity Source
The quantity of gas to be delivered.
ElectricityPhysicalQuantity | |
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data ElectricityProduct Source
The specification of the electricity to be delivered.
ElectricityProduct | |
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data ElectricityTransmissionContingency Source
A structure to specify the tranmission contingency and the party that bears the obligation.
ElectricityTransmissionContingency | |
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data ElectricityTransmissionContingencyType Source
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
data ElectricityTransmissionContingencyTypeAttributes Source
data FinancialSwapLeg Source
The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
data FixedPrice Source
A type defining the Fixed Price.
FixedPrice | |
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data FixedPriceLeg Source
Fixed Price Leg of a Commodity Swap.
FixedPriceLeg | |
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data FloatingLegCalculation Source
A type to capture details relevant to the calculation of the floating price.
FloatingLegCalculation | |
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data FloatingPriceLeg Source
Floating Price Leg of a Commodity Swap.
FloatingPriceLeg | |
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data GasDelivery Source
The specification of the gas to be delivered.
GasDelivery | |
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data GasDeliveryPoint Source
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
data GasDeliveryPeriods Source
The different options for specifying the Delivery Periods for a physically settled gas trade.
GasDeliveryPeriods | |
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data GasPhysicalLeg Source
Physically settled leg of a physically settled gas transaction.
GasPhysicalLeg | |
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data GasPhysicalQuantity Source
The quantity of gas to be delivered.
GasPhysicalQuantity | |
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data GasProduct Source
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
GasProduct | |
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data GasQuality Source
The quantity of gas to be delivered.
An observation period that is offset from a Calculation Period.
Lag | |
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data LagReference Source
Allows a lag to reference one already defined elsewhere in the trade.
data MarketDisruptionEvent Source
A Market Disruption Event.
data NonPeriodicFixedPriceLeg Source
The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap.
NonPeriodicFixedPriceLeg | |
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data OilDelivery Source
The physical delivery conditions for an oil product.
OilDelivery | |
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data OilPhysicalLeg Source
Physically settled leg of a physically settled oil product transaction.
OilPhysicalLeg | |
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data OilPipelineDelivery Source
The physical delivery conditions specific to an oil product delivered by pipeline.
OilPipelineDelivery | |
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data OilProduct Source
The specification of the oil product to be delivered.
OilProduct | |
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data OilProductType Source
The type of physical commodity product to be delivered.
data OilTransferDelivery Source
The physical delivery conditions specific to an oil product delivered by title transfer.
OilTransferDelivery | |
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data PercentageTolerance Source
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
PercentageTolerance | |
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data PhysicalForwardLeg Source
The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.
data PhysicalSwapLeg Source
The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
data QuantityScheduleReference Source
A pointer tyle reference to a Quantity schedule defined elsewhere.
data QuantityReference Source
A pointer tyle reference to a Quantity defined elsewhere.
data SequencedDisruptionFallback Source
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
SequencedDisruptionFallback | |
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data SettlementPeriods Source
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
SettlementPeriods | |
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data SettlementPeriodsFixedPrice Source
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
SettlementPeriodsFixedPrice | |
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data SettlementPeriodsReference Source
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
data SettlementPeriodsSchedule Source
The specification of the Settlement Periods in which the electricity will be delivered for a shaped trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
SettlementPeriodsSchedule | |
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data SettlementPeriodsStep Source
A reference to the range of Settlement Periods that applies to a given period of a transaction.
SettlementPeriodsStep | |
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data UnitQuantity Source
A quantity and associated unit.
UnitQuantity | |
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elementBullionPhysicalLeg :: XMLParser BullionPhysicalLegSource
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
elementCoalPhysicalLeg :: XMLParser CoalPhysicalLegSource
Physically settled coal leg.
elementCommodityForward :: XMLParser CommodityForwardSource
Defines a commodity forward product.
elementCommodityForwardLeg :: XMLParser CommodityForwardLegSource
Defines the substitutable commodity forward leg
elementCommodityOption :: XMLParser CommodityOptionSource
Defines a commodity option product.
elementCommoditySwap :: XMLParser CommoditySwapSource
Defines a commodity swap product.
elementCommoditySwaption :: XMLParser CommoditySwaptionSource
Defines a commodity swaption product
elementCommoditySwapLeg :: XMLParser CommoditySwapLegSource
Defines the substitutable commodity swap leg
elementElectricityPhysicalLeg :: XMLParser ElectricityPhysicalLegSource
Physically settled electricity leg.
elementFixedLeg :: XMLParser FixedPriceLegSource
Fixed Price Leg.
elementFloatingLeg :: XMLParser FloatingPriceLegSource
Floating Price leg.
elementGasPhysicalLeg :: XMLParser GasPhysicalLegSource
Physically settled natural gas leg.
elementOilPhysicalLeg :: XMLParser OilPhysicalLegSource
Physically settled oil or refined products leg.
module Data.FpML.V53.Shared.Option