Safe Haskell | Safe-Infered |
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- data Asian = Asian {}
- data AveragingObservationList = AveragingObservationList {}
- data AveragingPeriod = AveragingPeriod {}
- data AveragingSchedule = AveragingSchedule {}
- data Barrier = Barrier {}
- data CalendarSpread = CalendarSpread {}
- data ClassifiedPayment = ClassifiedPayment {
- classPayment_ID :: Maybe ID
- classPayment_payerPartyReference :: Maybe PartyReference
- classPayment_payerAccountReference :: Maybe AccountReference
- classPayment_receiverPartyReference :: Maybe PartyReference
- classPayment_receiverAccountReference :: Maybe AccountReference
- classPayment_paymentDate :: Maybe AdjustableOrRelativeDate
- classPayment_paymentAmount :: Maybe NonNegativeMoney
- classPayment_paymentType :: [PaymentType]
- data Composite = Composite {}
- data CreditEventNotice = CreditEventNotice {}
- data CreditEvents = CreditEvents {
- creditEvents_ID :: Maybe ID
- creditEvents_bankruptcy :: Maybe Boolean
- creditEvents_failureToPay :: Maybe FailureToPay
- creditEvents_failureToPayPrincipal :: Maybe Boolean
- creditEvents_failureToPayInterest :: Maybe Boolean
- creditEvents_obligationDefault :: Maybe Boolean
- creditEvents_obligationAcceleration :: Maybe Boolean
- creditEvents_repudiationMoratorium :: Maybe Boolean
- creditEvents_restructuring :: Maybe Restructuring
- creditEvents_distressedRatingsDowngrade :: Maybe Boolean
- creditEvents_maturityExtension :: Maybe Boolean
- creditEvents_writedown :: Maybe Boolean
- creditEvents_impliedWritedown :: Maybe Boolean
- creditEvents_defaultRequirement :: Maybe Money
- creditEvents_creditEventNotice :: Maybe CreditEventNotice
- data CreditEventsReference = CreditEventsReference {}
- data FailureToPay = FailureToPay {}
- data FeaturePayment = FeaturePayment {
- featurePayment_ID :: Maybe ID
- featurePayment_payerPartyReference :: Maybe PartyReference
- featurePayment_payerAccountReference :: Maybe AccountReference
- featurePayment_receiverPartyReference :: Maybe PartyReference
- featurePayment_receiverAccountReference :: Maybe AccountReference
- featurePayment_choice4 :: Maybe (OneOf2 Decimal NonNegativeDecimal)
- featurePayment_time :: Maybe TimeTypeEnum
- featurePayment_currency :: Maybe Currency
- featurePayment_date :: Maybe AdjustableOrRelativeDate
- data FrequencyType = FrequencyType Scheme FrequencyTypeAttributes
- data FrequencyTypeAttributes = FrequencyTypeAttributes {}
- data FxFeature = FxFeature {}
- data GracePeriodExtension = GracePeriodExtension {}
- data Knock = Knock {}
- data MarketDisruption = MarketDisruption Scheme MarketDisruptionAttributes
- data MarketDisruptionAttributes = MarketDisruptionAttributes {}
- data NotifyingParty = NotifyingParty {}
- data Option
- data OptionBase
- data OptionBaseExtended
- data OptionFeature = OptionFeature {}
- data OptionNumericStrike = OptionNumericStrike {}
- data OptionStrike = OptionStrike {}
- data PassThrough = PassThrough {}
- data PassThroughItem = PassThroughItem {
- passThroughItem_payerPartyReference :: Maybe PartyReference
- passThroughItem_payerAccountReference :: Maybe AccountReference
- passThroughItem_receiverPartyReference :: Maybe PartyReference
- passThroughItem_receiverAccountReference :: Maybe AccountReference
- passThroughItem_underlyerReference :: Maybe AssetReference
- passThroughItem_passThroughPercentage :: Maybe Decimal
- data Premium = Premium {
- premium_ID :: Maybe ID
- premium_payerPartyReference :: Maybe PartyReference
- premium_payerAccountReference :: Maybe AccountReference
- premium_receiverPartyReference :: Maybe PartyReference
- premium_receiverAccountReference :: Maybe AccountReference
- premium_paymentAmount :: Maybe NonNegativeMoney
- premium_paymentDate :: Maybe AdjustableOrRelativeDate
- premium_type :: Maybe PremiumTypeEnum
- premium_pricePerOption :: Maybe Money
- premium_percentageOfNotional :: Maybe Decimal
- premium_discountFactor :: Maybe Decimal
- premium_presentValueAmount :: Maybe Money
- data PubliclyAvailableInformation = PubliclyAvailableInformation {}
- data Quanto = Quanto {}
- data Restructuring = Restructuring {}
- data RestructuringType = RestructuringType Scheme RestructuringTypeAttributes
- data RestructuringTypeAttributes = RestructuringTypeAttributes {}
- data StrategyFeature = StrategyFeature {}
- data StrikeSpread = StrikeSpread {}
- data Trigger = Trigger {}
- data TriggerEvent = TriggerEvent {}
- data WeightedAveragingObservation = WeightedAveragingObservation {}
- module Data.FpML.V53.Asset
Documentation
As per ISDA 2002 Definitions.
Asian | |
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data AveragingObservationList Source
An un ordered list of weighted averaging observations.
AveragingObservationList | |
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data AveragingPeriod Source
Period over which an average value is taken.
AveragingPeriod | |
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data AveragingSchedule Source
Method of generating a series of dates.
AveragingSchedule | |
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As per ISDA 2002 Definitions.
Barrier | |
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data CalendarSpread Source
A type for defining a calendar spread feature.
data ClassifiedPayment Source
A classified non negative payment.
ClassifiedPayment | |
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Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.
Composite | |
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data CreditEventNotice Source
CreditEventNotice | |
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data CreditEvents Source
CreditEvents | |
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data CreditEventsReference Source
Reference to credit events.
data FailureToPay Source
FailureToPay | |
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data FeaturePayment Source
Payment made following trigger occurence.
FeaturePayment | |
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data FrequencyType Source
Frequency Type.
A type for defining Fx Features.
FxFeature | |
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data GracePeriodExtension Source
GracePeriodExtension | |
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Knock In means option to exercise comes into existence. Knock Out means option to exercise goes out of existence.
Knock | |
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data MarketDisruption Source
Defines the handling of an averaging date market disruption for an equity derivative transaction.
A type for defining the common features of options.
data OptionBase Source
A type for defining the common features of options.
data OptionBaseExtended Source
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
data OptionFeature Source
A type for defining option features.
OptionFeature | |
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data OptionNumericStrike Source
A type for defining the strike price for an option as a numeric value without currency.
OptionNumericStrike | |
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data OptionStrike Source
A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.
OptionStrike | |
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data PassThrough Source
Type which contains pass through payments.
PassThrough | |
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data PassThroughItem Source
Type to represent a single pass through payment.
PassThroughItem | |
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A type for defining a premium.
Premium | |
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data PubliclyAvailableInformation Source
PubliclyAvailableInformation | |
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Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.
Quanto | |
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data Restructuring Source
Restructuring | |
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data RestructuringType Source
data StrategyFeature Source
A type for definining equity option simple strike or calendar spread strategy features.
StrategyFeature | |
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data StrikeSpread Source
A type for defining a strike spread feature.
StrikeSpread | |
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Trigger point at which feature is effective.
Trigger | |
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data TriggerEvent Source
Observation point for trigger.
TriggerEvent | |
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data WeightedAveragingObservation Source
A single weighted averaging observation.
WeightedAveragingObservation | |
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module Data.FpML.V53.Asset