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 data BondReference = BondReference {}
 data BulletPayment = BulletPayment {}
 data Calculation = Calculation {}
 data CalculationPeriod = CalculationPeriod {
 calcPeriod_ID :: Maybe ID
 calcPeriod_unadjustedStartDate :: Maybe Date
 calcPeriod_unadjustedEndDate :: Maybe Date
 calcPeriod_adjustedStartDate :: Maybe Date
 calcPeriod_adjustedEndDate :: Maybe Date
 calculationPeriod_numberOfDays :: Maybe PositiveInteger
 calcPeriod_choice5 :: Maybe (OneOf2 Decimal FxLinkedNotionalAmount)
 calcPeriod_choice6 :: Maybe (OneOf2 FloatingRateDefinition Decimal)
 calcPeriod_dayCountYearFraction :: Maybe Decimal
 calcPeriod_forecastAmount :: Maybe Money
 calcPeriod_forecastRate :: Maybe Decimal
 data CalculationPeriodAmount = CalculationPeriodAmount {}
 data CalculationPeriodDates = CalculationPeriodDates {
 calcPeriodDates_ID :: Maybe ID
 calcPeriodDates_choice0 :: OneOf2 AdjustableDate AdjustedRelativeDateOffset
 calcPeriodDates_choice1 :: OneOf2 AdjustableDate RelativeDateOffset
 calculationPeriodDates_adjustments :: Maybe BusinessDayAdjustments
 calcPeriodDates_firstPeriodStartDate :: Maybe AdjustableDate
 calcPeriodDates_firstRegularPeriodStartDate :: Maybe Date
 calcPeriodDates_firstCompoundingPeriodEndDate :: Maybe Date
 calcPeriodDates_lastRegularPeriodEndDate :: Maybe Date
 calcPeriodDates_stubPeriodType :: Maybe StubPeriodTypeEnum
 calcPeriodDates_calculationPeriodFrequency :: Maybe CalculationPeriodFrequency
 data CalculationPeriodDatesReference = CalculationPeriodDatesReference {}
 data CancelableProvision = CancelableProvision {
 cancelProvis_buyerPartyReference :: Maybe PartyReference
 cancelProvis_buyerAccountReference :: Maybe AccountReference
 cancelProvis_sellerPartyReference :: Maybe PartyReference
 cancelProvis_sellerAccountReference :: Maybe AccountReference
 cancelProvis_exercise :: Maybe Exercise
 cancelProvis_exerciseNotice :: Maybe ExerciseNotice
 cancelProvis_followUpConfirmation :: Maybe Boolean
 cancelableProvision_adjustedDates :: Maybe CancelableProvisionAdjustedDates
 cancelProvis_finalCalculationPeriodDateAdjustment :: [FinalCalculationPeriodDateAdjustment]
 cancelProvis_initialFee :: Maybe SimplePayment
 data CancelableProvisionAdjustedDates = CancelableProvisionAdjustedDates {}
 data CancellationEvent = CancellationEvent {}
 data CapFloor = CapFloor {
 capFloor_ID :: Maybe ID
 capFloor_primaryAssetClass :: Maybe AssetClass
 capFloor_secondaryAssetClass :: [AssetClass]
 capFloor_productType :: [ProductType]
 capFloor_productId :: [ProductId]
 capFloor_stream :: Maybe InterestRateStream
 capFloor_premium :: [Payment]
 capFloor_additionalPayment :: [Payment]
 capFloor_earlyTerminationProvision :: Maybe EarlyTerminationProvision
 data Cashflows = Cashflows {}
 data CashPriceMethod = CashPriceMethod {}
 data CashSettlement = CashSettlement {
 cashSettl_ID :: Maybe ID
 cashSettlement_valuationTime :: Maybe BusinessCenterTime
 cashSettlement_valuationDate :: Maybe RelativeDateOffset
 cashSettlement_paymentDate :: Maybe CashSettlementPaymentDate
 cashSettl_choice3 :: Maybe (OneOf7 CashPriceMethod CashPriceMethod YieldCurveMethod YieldCurveMethod YieldCurveMethod CrossCurrencyMethod YieldCurveMethod)
 data CashSettlementPaymentDate = CashSettlementPaymentDate {}
 data CrossCurrencyMethod = CrossCurrencyMethod {}
 data DateRelativeToCalculationPeriodDates = DateRelativeToCalculationPeriodDates {}
 data DateRelativeToPaymentDates = DateRelativeToPaymentDates {}
 data Discounting = Discounting {}
 data EarlyTerminationEvent = EarlyTerminationEvent {
 earlyTerminEvent_ID :: Maybe ID
 earlyTerminEvent_adjustedExerciseDate :: Maybe Date
 earlyTerminEvent_adjustedEarlyTerminationDate :: Maybe Date
 earlyTerminEvent_adjustedCashSettlementValuationDate :: Maybe Date
 earlyTerminEvent_adjustedCashSettlementPaymentDate :: Maybe Date
 earlyTerminEvent_adjustedExerciseFeePaymentDate :: Maybe Date
 data EarlyTerminationProvision = EarlyTerminationProvision {}
 data ExerciseEvent = ExerciseEvent {
 exercEvent_ID :: Maybe ID
 exercEvent_adjustedExerciseDate :: Maybe Date
 exercEvent_adjustedRelevantSwapEffectiveDate :: Maybe Date
 exercEvent_adjustedCashSettlementValuationDate :: Maybe Date
 exercEvent_adjustedCashSettlementPaymentDate :: Maybe Date
 exercEvent_adjustedExerciseFeePaymentDate :: Maybe Date
 data ExercisePeriod = ExercisePeriod {}
 data ExtendibleProvision = ExtendibleProvision {
 extendProvis_buyerPartyReference :: Maybe PartyReference
 extendProvis_buyerAccountReference :: Maybe AccountReference
 extendProvis_sellerPartyReference :: Maybe PartyReference
 extendProvis_sellerAccountReference :: Maybe AccountReference
 extendProvis_exercise :: Maybe Exercise
 extendProvis_exerciseNotice :: Maybe ExerciseNotice
 extendProvis_followUpConfirmation :: Maybe Boolean
 extendibleProvision_adjustedDates :: Maybe ExtendibleProvisionAdjustedDates
 data ExtendibleProvisionAdjustedDates = ExtendibleProvisionAdjustedDates {}
 data ExtensionEvent = ExtensionEvent {}
 data FinalCalculationPeriodDateAdjustment = FinalCalculationPeriodDateAdjustment {}
 data FallbackReferencePrice = FallbackReferencePrice {}
 data FloatingRateDefinition = FloatingRateDefinition {}
 data Fra = Fra {
 fra_ID :: Maybe ID
 fra_primaryAssetClass :: Maybe AssetClass
 fra_secondaryAssetClass :: [AssetClass]
 fra_productType :: [ProductType]
 fra_productId :: [ProductId]
 fra_buyerPartyReference :: Maybe PartyReference
 fra_buyerAccountReference :: Maybe AccountReference
 fra_sellerPartyReference :: Maybe PartyReference
 fra_sellerAccountReference :: Maybe AccountReference
 fra_adjustedEffectiveDate :: RequiredIdentifierDate
 fra_adjustedTerminationDate :: Date
 fra_paymentDate :: Maybe AdjustableDate
 fra_fixingDateOffset :: Maybe RelativeDateOffset
 fra_dayCountFraction :: DayCountFraction
 fra_calculationPeriodNumberOfDays :: Maybe PositiveInteger
 fra_notional :: Money
 fra_fixedRate :: Decimal
 fra_floatingRateIndex :: FloatingRateIndex
 fra_indexTenor :: [Period]
 fra_discounting :: Maybe FraDiscountingEnum
 data FxFixingDate = FxFixingDate {
 fxFixingDate_ID :: Maybe ID
 fxFixingDate_periodMultiplier :: Integer
 fxFixingDate_period :: PeriodEnum
 fxFixingDate_dayType :: Maybe DayTypeEnum
 fxFixingDate_businessDayConvention :: Maybe BusinessDayConventionEnum
 fxFixingDate_choice4 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)
 fxFixingDate_choice5 :: Maybe (OneOf2 DateRelativeToPaymentDates DateRelativeToCalculationPeriodDates)
 data FxLinkedNotionalAmount = FxLinkedNotionalAmount {}
 data FxLinkedNotionalSchedule = FxLinkedNotionalSchedule {
 fxLinkedNotionSched_constantNotionalScheduleReference :: Maybe NotionalReference
 fxLinkedNotionSched_initialValue :: Maybe Decimal
 fxLinkedNotionSched_varyingNotionalCurrency :: Maybe Currency
 fxLinkedNotionSched_varyingNotionalFixingDates :: Maybe RelativeDateOffset
 fxLinkedNotionSched_fxSpotRateSource :: Maybe FxSpotRateSource
 fxLinkedNotionSched_varyingNotionalInterimExchangePaymentDates :: Maybe RelativeDateOffset
 data InflationRateCalculation = InflationRateCalculation {
 inflatRateCalc_ID :: Maybe ID
 inflatRateCalc_floatingRateIndex :: FloatingRateIndex
 inflatRateCalc_indexTenor :: Maybe Period
 inflatRateCalc_floatingRateMultiplierSchedule :: Maybe Schedule
 inflatRateCalc_spreadSchedule :: [SpreadSchedule]
 inflatRateCalc_rateTreatment :: Maybe RateTreatmentEnum
 inflatRateCalc_capRateSchedule :: [StrikeSchedule]
 inflatRateCalc_floorRateSchedule :: [StrikeSchedule]
 inflatRateCalc_initialRate :: Maybe Decimal
 inflatRateCalc_finalRateRounding :: Maybe Rounding
 inflatRateCalc_averagingMethod :: Maybe AveragingMethodEnum
 inflatRateCalc_negativeInterestRateTreatment :: Maybe NegativeInterestRateTreatmentEnum
 inflatRateCalc_inflationLag :: Maybe Offset
 inflatRateCalc_indexSource :: Maybe RateSourcePage
 inflatRateCalc_mainPublication :: Maybe MainPublication
 inflatRateCalc_interpolationMethod :: Maybe InterpolationMethod
 inflatRateCalc_initialIndexLevel :: Maybe Decimal
 inflatRateCalc_fallbackBondApplicable :: Maybe Boolean
 data InterestRateStream = InterestRateStream {
 interRateStream_ID :: Maybe ID
 interRateStream_payerPartyReference :: Maybe PartyReference
 interRateStream_payerAccountReference :: Maybe AccountReference
 interRateStream_receiverPartyReference :: Maybe PartyReference
 interRateStream_receiverAccountReference :: Maybe AccountReference
 interRateStream_calculationPeriodDates :: CalculationPeriodDates
 interRateStream_paymentDates :: PaymentDates
 interRateStream_resetDates :: Maybe ResetDates
 interRateStream_calculationPeriodAmount :: CalculationPeriodAmount
 interRateStream_stubCalculationPeriodAmount :: Maybe StubCalculationPeriodAmount
 interRateStream_principalExchanges :: Maybe PrincipalExchanges
 interRateStream_cashflows :: Maybe Cashflows
 interRateStream_settlementProvision :: Maybe SettlementProvision
 interRateStream_formula :: Maybe Formula
 data InterestRateStreamReference = InterestRateStreamReference {}
 data MandatoryEarlyTermination = MandatoryEarlyTermination {}
 data MandatoryEarlyTerminationAdjustedDates = MandatoryEarlyTerminationAdjustedDates {}
 data NonDeliverableSettlement = NonDeliverableSettlement {}
 data Notional = Notional {}
 data NotionalStepRule = NotionalStepRule {
 notionStepRule_calculationPeriodDatesReference :: Maybe CalculationPeriodDatesReference
 notionStepRule_stepFrequency :: Maybe Period
 notionStepRule_firstNotionalStepDate :: Maybe Date
 notionStepRule_lastNotionalStepDate :: Maybe Date
 notionStepRule_choice4 :: Maybe (OneOf2 Decimal (Maybe Decimal, Maybe StepRelativeToEnum))
 data OptionalEarlyTermination = OptionalEarlyTermination {
 optionEarlyTermin_singlePartyOption :: Maybe SinglePartyOption
 optionEarlyTermin_exercise :: Maybe Exercise
 optionEarlyTermin_exerciseNotice :: [ExerciseNotice]
 optionEarlyTermin_followUpConfirmation :: Maybe Boolean
 optionEarlyTermin_calculationAgent :: Maybe CalculationAgent
 optionEarlyTermin_cashSettlement :: Maybe CashSettlement
 optionalEarlyTermination_adjustedDates :: Maybe OptionalEarlyTerminationAdjustedDates
 data OptionalEarlyTerminationAdjustedDates = OptionalEarlyTerminationAdjustedDates {}
 data PaymentCalculationPeriod = PaymentCalculationPeriod {
 paymentCalcPeriod_ID :: Maybe ID
 paymentCalcPeriod_href :: Maybe IDREF
 paymentCalcPeriod_unadjustedPaymentDate :: Maybe Date
 paymentCalcPeriod_adjustedPaymentDate :: Maybe Date
 paymentCalcPeriod_choice2 :: Maybe (OneOf2 [CalculationPeriod] Decimal)
 paymentCalcPeriod_discountFactor :: Maybe Decimal
 paymentCalcPeriod_forecastPaymentAmount :: Maybe Money
 paymentCalcPeriod_presentValueAmount :: Maybe Money
 data PaymentDates = PaymentDates {
 paymentDates_ID :: Maybe ID
 paymentDates_choice0 :: Maybe (OneOf3 CalculationPeriodDatesReference ResetDatesReference ValuationDatesReference)
 paymentDates_paymentFrequency :: Frequency
 paymentDates_firstPaymentDate :: Maybe Date
 paymentDates_lastRegularPaymentDate :: Maybe Date
 paymentDates_payRelativeTo :: Maybe PayRelativeToEnum
 paymentDates_paymentDaysOffset :: Maybe Offset
 paymentDates_adjustments :: Maybe BusinessDayAdjustments
 data PaymentDatesReference = PaymentDatesReference {}
 data PriceSourceDisruption = PriceSourceDisruption {}
 data PrincipalExchange = PrincipalExchange {}
 data RelevantUnderlyingDateReference = RelevantUnderlyingDateReference {}
 data ResetDates = ResetDates {
 resetDates_ID :: Maybe ID
 resetDates_calculationPeriodDatesReference :: Maybe CalculationPeriodDatesReference
 resetDates_resetRelativeTo :: Maybe ResetRelativeToEnum
 resetDates_initialFixingDate :: Maybe RelativeDateOffset
 resetDates_fixingDates :: Maybe RelativeDateOffset
 resetDates_rateCutOffDaysOffset :: Maybe Offset
 resetDates_resetFrequency :: ResetFrequency
 resetDates_adjustments :: Maybe BusinessDayAdjustments
 data ResetDatesReference = ResetDatesReference {}
 data SettlementProvision = SettlementProvision {}
 data SettlementRateOption = SettlementRateOption Scheme SettlementRateOptionAttributes
 data SettlementRateOptionAttributes = SettlementRateOptionAttributes {}
 data SinglePartyOption = SinglePartyOption {}
 data StubCalculationPeriodAmount = StubCalculationPeriodAmount {}
 data Swap = Swap {
 swap_ID :: Maybe ID
 swap_primaryAssetClass :: Maybe AssetClass
 swap_secondaryAssetClass :: [AssetClass]
 swap_productType :: [ProductType]
 swap_productId :: [ProductId]
 swap_stream :: [InterestRateStream]
 swap_earlyTerminationProvision :: Maybe EarlyTerminationProvision
 swap_cancelableProvision :: Maybe CancelableProvision
 swap_extendibleProvision :: Maybe ExtendibleProvision
 swap_additionalPayment :: [Payment]
 swap_additionalTerms :: Maybe SwapAdditionalTerms
 data SwapAdditionalTerms = SwapAdditionalTerms {}
 data Swaption = Swaption {
 swaption_ID :: Maybe ID
 swaption_primaryAssetClass :: Maybe AssetClass
 swaption_secondaryAssetClass :: [AssetClass]
 swaption_productType :: [ProductType]
 swaption_productId :: [ProductId]
 swaption_buyerPartyReference :: Maybe PartyReference
 swaption_buyerAccountReference :: Maybe AccountReference
 swaption_sellerPartyReference :: Maybe PartyReference
 swaption_sellerAccountReference :: Maybe AccountReference
 swaption_premium :: [Payment]
 swaption_optionType :: Maybe OptionTypeEnum
 swaption_exercise :: Exercise
 swaption_exerciseProcedure :: Maybe ExerciseProcedure
 swaption_calculationAgent :: Maybe CalculationAgent
 swaption_choice13 :: Maybe (OneOf2 CashSettlement SwaptionPhysicalSettlement)
 swaption_straddle :: Boolean
 swaption_adjustedDates :: Maybe SwaptionAdjustedDates
 swaption_swap :: Swap
 data SwaptionAdjustedDates = SwaptionAdjustedDates {}
 data SwaptionPhysicalSettlement = SwaptionPhysicalSettlement {}
 data ValuationDatesReference = ValuationDatesReference {}
 data ValuationPostponement = ValuationPostponement {}
 data YieldCurveMethod = YieldCurveMethod {}
 elementBulletPayment :: XMLParser BulletPayment
 elementToXMLBulletPayment :: BulletPayment > [Content ()]
 elementCapFloor :: XMLParser CapFloor
 elementToXMLCapFloor :: CapFloor > [Content ()]
 elementFloatingRateCalculation :: XMLParser FloatingRateCalculation
 elementToXMLFloatingRateCalculation :: FloatingRateCalculation > [Content ()]
 elementFra :: XMLParser Fra
 elementToXMLFra :: Fra > [Content ()]
 elementInflationRateCalculation :: XMLParser InflationRateCalculation
 elementToXMLInflationRateCalculation :: InflationRateCalculation > [Content ()]
 elementRateCalculation :: XMLParser Rate
 elementToXMLRateCalculation :: Rate > [Content ()]
 elementSwap :: XMLParser Swap
 elementToXMLSwap :: Swap > [Content ()]
 elementSwaption :: XMLParser Swaption
 elementToXMLSwaption :: Swaption > [Content ()]
 module Data.FpML.V53.Asset
Documentation
data BondReference Source
A type including a reference to a bond to support the representation of an asset swap or Condition Precedent Bond.
BondReference  

data BulletPayment Source
A product to represent a single cashflow.
BulletPayment  

data Calculation Source
A type definining the parameters used in the calculation of fixed or floating calculation period amounts.
Calculation  

data CalculationPeriod Source
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.
CalculationPeriod  

data CalculationPeriodAmount Source
A type defining the parameters used in the calculation of fixed or floating rate calculation period amounts or for specifying a known calculation period amount or known amount schedule.
CalculationPeriodAmount  

data CalculationPeriodDates Source
A type defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation perod schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStateDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
CalculationPeriodDates  

data CalculationPeriodDatesReference Source
Reference to a calculation period dates component.
data CancelableProvision Source
A type defining the right of a party to cancel a swap
transaction on the specified exercise dates. The provision
is for walkaway
cancellation (i.e. the fair value of the
swap is not paid). A fee payable on exercise can be
specified.
CancelableProvision  

data CancelableProvisionAdjustedDates Source
A type to define the adjusted dates for a cancelable provision on a swap transaction.
CancelableProvisionAdjustedDates  

data CancellationEvent Source
The adjusted dates for a specific cancellation date, including the adjusted exercise date and adjusted termination date.
CancellationEvent  

A type defining an interest rate cap, floor, or cap/floor strategy (e.g. collar) product.
CapFloor  

A type defining the cashflow representation of a swap trade.
Cashflows  

data CashPriceMethod Source
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
CashPriceMethod  

data CashSettlement Source
A type to define the cash settlement terms for a product where cash settlement is applicable.
CashSettlement  

data CashSettlementPaymentDate Source
A type defining the cash settlement payment date(s) as either a set of explicit dates, together with applicable adjustments, or as a date relative to some other (anchor) date, or as any date in a range of contiguous business days.
CashSettlementPaymentDate  

data CrossCurrencyMethod Source
CrossCurrencyMethod  

data DateRelativeToCalculationPeriodDates Source
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
DateRelativeToCalculationPeriodDates  

data DateRelativeToPaymentDates Source
A type to provide the ability to point to multiple payment nodes in the document through the unbounded paymentDatesReference.
DateRelativeToPaymentDates  

data Discounting Source
A type defining discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies.
Discounting  

data EarlyTerminationEvent Source
A type to define the adjusted dates associated with an early termination provision.
EarlyTerminationEvent  

data EarlyTerminationProvision Source
A type defining an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.
EarlyTerminationProvision  

data ExerciseEvent Source
A type defining the adjusted dates associated with a particular exercise event.
ExerciseEvent  

data ExercisePeriod Source
This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).
ExercisePeriod  

data ExtendibleProvision Source
A type defining an option to extend an existing swap transaction on the specified exercise dates for a term ending on the specified new termination date.
ExtendibleProvision  

data ExtendibleProvisionAdjustedDates Source
A type defining the adjusted dates associated with a provision to extend a swap.
ExtendibleProvisionAdjustedDates  

data ExtensionEvent Source
A type to define the adjusted dates associated with an individual extension event.
ExtensionEvent  

data FinalCalculationPeriodDateAdjustment Source
A type to define business date convention adjustment to final payment period per leg.
FinalCalculationPeriodDateAdjustment  

data FallbackReferencePrice Source
The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
FallbackReferencePrice  

data FloatingRateDefinition Source
A type defining parameters associated with a floating rate reset. This type forms part of the cashflows representation of a stream.
FloatingRateDefinition  

A type defining a Forward Rate Agreement (FRA) product.
Fra  

data FxFixingDate Source
A type that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.
FxFixingDate  

data FxLinkedNotionalAmount Source
A type to describe the cashflow representation for fx linked notionals.
FxLinkedNotionalAmount  

data FxLinkedNotionalSchedule Source
A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
FxLinkedNotionalSchedule  

data InflationRateCalculation Source
A type defining the components specifiying an Inflation Rate Calculation
InflationRateCalculation  

data InterestRateStream Source
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.
InterestRateStream  

data InterestRateStreamReference Source
Reference to an InterestRateStream component.
data MandatoryEarlyTermination Source
A type to define an early termination provision for which exercise is mandatory.
MandatoryEarlyTermination  

data MandatoryEarlyTerminationAdjustedDates Source
A type defining the adjusted dates associated with a mandatory early termination provision.
MandatoryEarlyTerminationAdjustedDates  

data NonDeliverableSettlement Source
A type defining the parameters used when the reference currency of the swapStream is nondeliverable.
NonDeliverableSettlement  

An type defining the notional amount or notional amount schedule associated with a swap stream. The notional schedule will be captured explicitly, specifying the dates that the notional changes and the outstanding notional amount that applies from that date. A parametric representation of the rules defining the notional step schedule can optionally be included.
Notional  

data NotionalStepRule Source
A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date. The step change in notional can be expressed in terms of either a fixed amount or as a percentage of either the initial notional or previous notional amount. This parametric representation is intended to cover the more common amortizing/accreting.
NotionalStepRule  

data OptionalEarlyTermination Source
A type defining an early termination provision where either or both parties have the right to exercise.
OptionalEarlyTermination  

data OptionalEarlyTerminationAdjustedDates Source
A type defining the adjusted dates associated with an optional early termination provision.
OptionalEarlyTerminationAdjustedDates  

data PaymentCalculationPeriod Source
A type defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This type forms part of the cashflow representation of a swap stream.
PaymentCalculationPeriod  

data PaymentDates Source
A type defining parameters used to generate the payment dates schedule, including the specification of early or delayed payments. Payment dates are determined relative to the calculation period dates or the reset dates.
PaymentDates  

data PaymentDatesReference Source
Reference to a payment dates structure.
data PriceSourceDisruption Source
A type defining the parameters used to get a price quote to replace the settlement rate option that is disrupted.
PriceSourceDisruption  

data PrincipalExchange Source
A type defining a principal exchange amount and adjusted exchange date. The type forms part of the cashflow representation of a swap stream.
PrincipalExchange  

data RelevantUnderlyingDateReference Source
Reference to relevant underlying date.
data ResetDates Source
A type defining the parameters used to generate the reset dates schedule and associated fixing dates. The reset dates are determined relative to the calculation periods schedules dates.
ResetDates  

data ResetDatesReference Source
Reference to a reset dates component.
data SettlementProvision Source
A type defining the specification of settlement terms, occuring when the settlement currency is different to the notional currency of the trade.
SettlementProvision  

data SettlementRateOption Source
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
data SinglePartyOption Source
A type describing the buyer and seller of an option.
SinglePartyOption  

data StubCalculationPeriodAmount Source
A type defining how the initial or final stub calculation period amounts is calculated. For example, the rate to be applied to the initial or final stub calculation period may be the linear interpolation of two different tenors for the floating rate index specified in the calculation period amount component, e.g. A two month stub period may used the linear interpolation of a one month and three month floating rate. The different rate tenors would be specified in this component. Note that a maximum of two rate tenors can be specified. If a stub period uses a single index tenor and this is the same as that specified in the calculation period amount component then the initial stub or final stub component, as the case may be, must not be included.
StubCalculationPeriodAmount  

A type defining swap streams and additional payments between the principal parties involved in the swap.
Swap  

data SwapAdditionalTerms Source
Additional terms to a swap contract.
SwapAdditionalTerms  

A type to define an option on a swap.
Swaption  

data SwaptionAdjustedDates Source
A type describing the adjusted dates associated with swaption exercise and settlement.
SwaptionAdjustedDates  

data SwaptionPhysicalSettlement Source
SwaptionPhysicalSettlement  

data ValuationDatesReference Source
Reference to a Valuation dates node.
data ValuationPostponement Source
Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
ValuationPostponement  

data YieldCurveMethod Source
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
YieldCurveMethod  

elementBulletPayment :: XMLParser BulletPaymentSource
A product to represent a single known payment.
elementCapFloor :: XMLParser CapFloorSource
A cap, floor or cap floor structures product definition.
elementToXMLCapFloor :: CapFloor > [Content ()]Source
elementFloatingRateCalculation :: XMLParser FloatingRateCalculationSource
A floating rate calculation definition.
elementFra :: XMLParser FraSource
A forward rate agreement product definition.
elementToXMLFra :: Fra > [Content ()]Source
elementInflationRateCalculation :: XMLParser InflationRateCalculationSource
An inflation rate calculation definition.
elementRateCalculation :: XMLParser RateSource
The base element for the floating rate calculation definitions.
elementSwap :: XMLParser SwapSource
A swap product definition.
elementToXMLSwap :: Swap > [Content ()]Source
elementSwaption :: XMLParser SwaptionSource
A swaption product definition.
elementToXMLSwaption :: Swaption > [Content ()]Source
module Data.FpML.V53.Asset