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 data AdditionalDisruptionEvents = AdditionalDisruptionEvents {
 addDisrupEvents_changeInLaw :: Maybe Boolean
 addDisrupEvents_failureToDeliver :: Maybe Boolean
 addDisrupEvents_insolvencyFiling :: Maybe Boolean
 addDisrupEvents_hedgingDisruption :: Maybe Boolean
 addDisrupEvents_lossOfStockBorrow :: Maybe Boolean
 addDisrupEvents_maximumStockLoanRate :: Maybe RestrictedPercentage
 addDisrupEvents_increasedCostOfStockBorrow :: Maybe Boolean
 addDisrupEvents_initialStockLoanRate :: Maybe RestrictedPercentage
 addDisrupEvents_increasedCostOfHedging :: Maybe Boolean
 addDisrupEvents_determiningPartyReference :: Maybe PartyReference
 addDisrupEvents_foreignOwnershipEvent :: Maybe Boolean
 data AdditionalPaymentAmount = AdditionalPaymentAmount {}
 data AdjustableDateOrRelativeDateSequence = AdjustableDateOrRelativeDateSequence {}
 data BoundedCorrelation = BoundedCorrelation {}
 data BoundedVariance = BoundedVariance {}
 data CalculatedAmount
 data CalculationFromObservation
 data Compounding = Compounding {}
 data CompoundingRate = CompoundingRate {}
 data Correlation = Correlation {
 correlation_choice0 :: Maybe (OneOf3 Decimal Boolean Boolean)
 correlation_expectedN :: Maybe PositiveInteger
 correlation_notionalAmount :: Maybe NonNegativeMoney
 correlation_strikePrice :: Maybe CorrelationValue
 correlation_boundedCorrelation :: Maybe BoundedCorrelation
 correlation_numberOfDataSeries :: Maybe PositiveInteger
 data DirectionalLeg
 data DirectionalLegUnderlyer
 data DirectionalLegUnderlyerValuation
 data DividendAdjustment = DividendAdjustment {}
 data DividendConditions = DividendConditions {
 dividCondit_dividendReinvestment :: Maybe Boolean
 dividCondit_dividendEntitlement :: Maybe DividendEntitlementEnum
 dividCondit_dividendAmount :: Maybe DividendAmountTypeEnum
 dividCondit_dividendPaymentDate :: Maybe DividendPaymentDate
 dividCondit_choice4 :: Maybe (OneOf2 (Maybe DateReference, Maybe DateReference) DividendPeriodEnum)
 dividCondit_extraOrdinaryDividends :: Maybe PartyReference
 dividCondit_excessDividendAmount :: Maybe DividendAmountTypeEnum
 dividCondit_choice7 :: Maybe (OneOf3 IdentifiedCurrency DeterminationMethod IdentifiedCurrencyReference)
 dividCondit_dividendFxTriggerDate :: Maybe DividendPaymentDate
 dividCondit_interestAccrualsMethod :: Maybe InterestAccrualsCompoundingMethod
 dividCondit_numberOfIndexUnits :: Maybe NonNegativeDecimal
 dividCondit_declaredCashDividendPercentage :: Maybe NonNegativeDecimal
 dividCondit_declaredCashEquivalentDividendPercentage :: Maybe NonNegativeDecimal
 dividCondit_nonCashDividendTreatment :: Maybe NonCashDividendTreatmentEnum
 dividCondit_dividendComposition :: Maybe DividendCompositionEnum
 dividCondit_specialDividends :: Maybe Boolean
 data DividendPaymentDate = DividendPaymentDate {}
 data DividendPeriod
 data DividendPeriodDividend = DividendPeriodDividend {
 dividPeriodDivid_ID :: Maybe ID
 dividPeriodDivid_unadjustedStartDate :: Maybe IdentifiedDate
 dividPeriodDivid_unadjustedEndDate :: Maybe IdentifiedDate
 dividPeriodDivid_dateAdjustments :: Maybe BusinessDayAdjustments
 dividPeriodDivid_underlyerReference :: Maybe AssetReference
 dividPeriodDivid_dividend :: Maybe NonNegativeMoney
 dividPeriodDivid_multiplier :: Maybe PositiveDecimal
 data EquityCorporateEvents = EquityCorporateEvents {}
 data EquityPremium = EquityPremium {
 equityPremium_ID :: Maybe ID
 equityPremium_payerPartyReference :: Maybe PartyReference
 equityPremium_payerAccountReference :: Maybe AccountReference
 equityPremium_receiverPartyReference :: Maybe PartyReference
 equityPremium_receiverAccountReference :: Maybe AccountReference
 equityPremium_premiumType :: Maybe PremiumTypeEnum
 equityPremium_paymentAmount :: Maybe NonNegativeMoney
 equityPremium_paymentDate :: Maybe AdjustableDate
 equityPremium_swapPremium :: Maybe Boolean
 equityPremium_pricePerOption :: Maybe NonNegativeMoney
 equityPremium_percentageOfNotional :: Maybe NonNegativeDecimal
 data EquityStrike = EquityStrike {}
 data EquityValuation = EquityValuation {
 equityVal_ID :: Maybe ID
 equityVal_choice0 :: Maybe (OneOf2 AdjustableDateOrRelativeDateSequence AdjustableRelativeOrPeriodicDates)
 equityVal_valuationTimeType :: Maybe TimeTypeEnum
 equityVal_valuationTime :: Maybe BusinessCenterTime
 equityVal_futuresPriceValuation :: Maybe Boolean
 equityVal_optionsPriceValuation :: Maybe Boolean
 equityVal_numberOfValuationDates :: Maybe NonNegativeInteger
 equityVal_dividendValuationDates :: Maybe AdjustableRelativeOrPeriodicDates
 equityVal_fPVFinalPriceElectionFallback :: Maybe FPVFinalPriceElectionFallbackEnum
 data ExtraordinaryEvents = ExtraordinaryEvents {
 extraEvents_mergerEvents :: Maybe EquityCorporateEvents
 extraEvents_tenderOffer :: Maybe Boolean
 extraEvents_tenderOfferEvents :: Maybe EquityCorporateEvents
 extraEvents_compositionOfCombinedConsideration :: Maybe Boolean
 extraEvents_indexAdjustmentEvents :: Maybe IndexAdjustmentEvents
 extraEvents_choice5 :: Maybe (OneOf2 AdditionalDisruptionEvents Boolean)
 extraEvents_representations :: Maybe Representations
 extraEvents_nationalisationOrInsolvency :: Maybe NationalisationOrInsolvencyOrDelistingEventEnum
 extraEvents_delisting :: Maybe NationalisationOrInsolvencyOrDelistingEventEnum
 extraEvents_relatedExchangeId :: [ExchangeId]
 extraEvents_optionsExchangeId :: [ExchangeId]
 extraEvents_specifiedExchangeId :: [ExchangeId]
 data FloatingRateCalculationReference = FloatingRateCalculationReference {}
 data IndexAdjustmentEvents = IndexAdjustmentEvents {}
 data InterestCalculation = InterestCalculation {}
 data InterestLeg = InterestLeg {
 interestLeg_ID :: Maybe ID
 interestLeg_legIdentifier :: [LegIdentifier]
 interestLeg_payerPartyReference :: Maybe PartyReference
 interestLeg_payerAccountReference :: Maybe AccountReference
 interestLeg_receiverPartyReference :: Maybe PartyReference
 interestLeg_receiverAccountReference :: Maybe AccountReference
 interestLeg_effectiveDate :: Maybe AdjustableOrRelativeDate
 interestLeg_terminationDate :: Maybe AdjustableOrRelativeDate
 interestLeg_calculationPeriodDates :: Maybe InterestLegCalculationPeriodDates
 interestLeg_notional :: Maybe ReturnSwapNotional
 interestLeg_interestAmount :: Maybe LegAmount
 interestLeg_interestCalculation :: InterestCalculation
 interestLeg_stubCalculationPeriod :: Maybe StubCalculationPeriod
 data InterestLegCalculationPeriodDates = InterestLegCalculationPeriodDates {
 interLegCalcPeriodDates_ID :: ID
 interLegCalcPeriodDates_effectiveDate :: Maybe AdjustableOrRelativeDate
 interLegCalcPeriodDates_terminationDate :: Maybe AdjustableOrRelativeDate
 interLegCalcPeriodDates_interestLegResetDates :: Maybe InterestLegResetDates
 interLegCalcPeriodDates_interestLegPaymentDates :: Maybe AdjustableRelativeOrPeriodicDates2
 data InterestLegCalculationPeriodDatesReference = InterestLegCalculationPeriodDatesReference {
 ilcpdr_href :: IDREF
 data InterestLegResetDates = InterestLegResetDates {
 interLegResetDates_calculationPeriodDatesReference :: Maybe InterestLegCalculationPeriodDatesReference
 interLegResetDates_choice1 :: Maybe (OneOf2 ResetRelativeToEnum ResetFrequency)
 interLegResetDates_initialFixingDate :: Maybe RelativeDateOffset
 interLegResetDates_fixingDates :: Maybe AdjustableDatesOrRelativeDateOffset
 data LegAmount = LegAmount {}
 data LegId = LegId Token60 LegIdAttributes
 data LegIdAttributes = LegIdAttributes {}
 data LegIdentifier = LegIdentifier {}
 data MakeWholeProvisions = MakeWholeProvisions {}
 data NettedSwapBase
 data OptionFeatures = OptionFeatures {}
 data PrincipalExchangeAmount = PrincipalExchangeAmount {}
 data PrincipalExchangeDescriptions = PrincipalExchangeDescriptions {
 princExchDescr_payerPartyReference :: Maybe PartyReference
 princExchDescr_payerAccountReference :: Maybe AccountReference
 princExchDescr_receiverPartyReference :: Maybe PartyReference
 princExchDescr_receiverAccountReference :: Maybe AccountReference
 princExchDescr_principalExchangeAmount :: Maybe PrincipalExchangeAmount
 princExchDescr_principalExchangeDate :: Maybe AdjustableOrRelativeDate
 data PrincipalExchangeFeatures = PrincipalExchangeFeatures {}
 data Representations = Representations {}
 data Return = Return {}
 data ReturnLeg = ReturnLeg {
 returnLeg_ID :: Maybe ID
 returnLeg_legIdentifier :: [LegIdentifier]
 returnLeg_payerPartyReference :: Maybe PartyReference
 returnLeg_payerAccountReference :: Maybe AccountReference
 returnLeg_receiverPartyReference :: Maybe PartyReference
 returnLeg_receiverAccountReference :: Maybe AccountReference
 returnLeg_effectiveDate :: Maybe AdjustableOrRelativeDate
 returnLeg_terminationDate :: Maybe AdjustableOrRelativeDate
 returnLeg_strikeDate :: Maybe AdjustableOrRelativeDate
 returnLeg_underlyer :: Underlyer
 returnLeg_rateOfReturn :: ReturnLegValuation
 returnLeg_notional :: Maybe ReturnSwapNotional
 returnLeg_amount :: ReturnSwapAmount
 returnLeg_return :: Maybe Return
 returnLeg_notionalAdjustments :: Maybe NotionalAdjustmentEnum
 returnLeg_fxFeature :: Maybe FxFeature
 returnLeg_averagingDates :: Maybe AveragingPeriod
 data ReturnLegValuation = ReturnLegValuation {
 returnLegVal_initialPrice :: Maybe ReturnLegValuationPrice
 returnLegVal_notionalReset :: Maybe Boolean
 returnLegVal_valuationPriceInterim :: Maybe ReturnLegValuationPrice
 returnLegVal_valuationPriceFinal :: Maybe ReturnLegValuationPrice
 returnLegVal_paymentDates :: Maybe ReturnSwapPaymentDates
 returnLegVal_exchangeTradedContractNearest :: Maybe ExchangeTradedContract
 data ReturnLegValuationPrice = ReturnLegValuationPrice {
 returnLegValPrice_commission :: Maybe Commission
 returnLegValPrice_choice1 :: OneOf3 (DeterminationMethod, Maybe ActualPrice, Maybe ActualPrice, Maybe Decimal, Maybe FxConversion) AmountReference (Maybe ActualPrice, Maybe ActualPrice, Maybe Decimal, Maybe FxConversion)
 returnLegValPrice_cleanNetPrice :: Maybe Decimal
 returnLegValPrice_quotationCharacteristics :: Maybe QuotationCharacteristics
 returnLegValPrice_valuationRules :: Maybe EquityValuation
 data ReturnSwap = ReturnSwap {
 returnSwap_ID :: Maybe ID
 returnSwap_primaryAssetClass :: Maybe AssetClass
 returnSwap_secondaryAssetClass :: [AssetClass]
 returnSwap_productType :: [ProductType]
 returnSwap_productId :: [ProductId]
 returnSwap_buyerPartyReference :: Maybe PartyReference
 returnSwap_buyerAccountReference :: Maybe AccountReference
 returnSwap_sellerPartyReference :: Maybe PartyReference
 returnSwap_sellerAccountReference :: Maybe AccountReference
 returnSwap_leg :: [DirectionalLeg]
 returnSwap_principalExchangeFeatures :: Maybe PrincipalExchangeFeatures
 returnSwap_additionalPayment :: [ReturnSwapAdditionalPayment]
 returnSwap_earlyTermination :: [ReturnSwapEarlyTermination]
 returnSwap_extraordinaryEvents :: Maybe ExtraordinaryEvents
 data ReturnSwapAdditionalPayment = ReturnSwapAdditionalPayment {
 returnSwapAddPayment_ID :: Maybe ID
 returnSwapAddPayment_payerPartyReference :: Maybe PartyReference
 returnSwapAddPayment_payerAccountReference :: Maybe AccountReference
 returnSwapAddPayment_receiverPartyReference :: Maybe PartyReference
 returnSwapAddPayment_receiverAccountReference :: Maybe AccountReference
 returnSwapAddPayment_additionalPaymentAmount :: Maybe AdditionalPaymentAmount
 returnSwapAddPayment_additionalPaymentDate :: Maybe AdjustableOrRelativeDate
 returnSwapAddPayment_paymentType :: Maybe PaymentType
 data ReturnSwapAmount = ReturnSwapAmount {
 returnSwapAmount_choice0 :: Maybe (OneOf3 IdentifiedCurrency DeterminationMethod IdentifiedCurrencyReference)
 returnSwapAmount_choice1 :: Maybe (OneOf3 ReferenceAmount Formula Base64Binary)
 returnSwapAmount_calculationDates :: Maybe AdjustableRelativeOrPeriodicDates
 returnSwapAmount_cashSettlement :: Maybe Boolean
 returnSwapAmount_optionsExchangeDividends :: Maybe Boolean
 returnSwapAmount_additionalDividends :: Maybe Boolean
 returnSwapAmount_allDividends :: Maybe Boolean
 data ReturnSwapBase
 data ReturnSwapEarlyTermination = ReturnSwapEarlyTermination {}
 data ReturnSwapLegUnderlyer = ReturnSwapLegUnderlyer_ReturnLeg ReturnLeg
 data ReturnSwapNotional = ReturnSwapNotional {}
 data ReturnSwapPaymentDates = ReturnSwapPaymentDates {}
 data StartingDate = StartingDate {}
 data StubCalculationPeriod = StubCalculationPeriod {}
 data Variance = Variance {
 variance_choice0 :: Maybe (OneOf3 Decimal Boolean Boolean)
 variance_expectedN :: Maybe PositiveInteger
 variance_amount :: Maybe NonNegativeMoney
 variance_choice3 :: Maybe (OneOf2 NonNegativeDecimal NonNegativeDecimal)
 variance_cap :: Maybe Boolean
 variance_unadjustedVarianceCap :: Maybe PositiveDecimal
 variance_boundedVariance :: Maybe BoundedVariance
 variance_exchangeTradedContractNearest :: Maybe ExchangeTradedContract
 variance_vegaNotionalAmount :: Maybe Decimal
 elementInterestLeg :: XMLParser InterestLeg
 elementToXMLInterestLeg :: InterestLeg > [Content ()]
 elementReturnLeg :: XMLParser ReturnLeg
 elementToXMLReturnLeg :: ReturnLeg > [Content ()]
 elementReturnSwap :: XMLParser ReturnSwap
 elementToXMLReturnSwap :: ReturnSwap > [Content ()]
 elementReturnSwapLeg :: XMLParser DirectionalLeg
 elementToXMLReturnSwapLeg :: DirectionalLeg > [Content ()]
 module Data.FpML.V53.Shared.Option
Documentation
data AdditionalDisruptionEvents Source
A type for defining ISDA 2002 Equity Derivative Additional Disruption Events.
AdditionalDisruptionEvents  

data AdditionalPaymentAmount Source
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
AdditionalPaymentAmount  

data AdjustableDateOrRelativeDateSequence Source
A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
AdjustableDateOrRelativeDateSequence  

data BoundedCorrelation Source
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
BoundedCorrelation  

data BoundedVariance Source
A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.
BoundedVariance  

data CalculatedAmount Source
An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
data CalculationFromObservation Source
Abstract base class for all calculation from observed values.
data Compounding Source
Specifies the compounding method and the compounding rate.
Compounding  

data CompoundingRate Source
A type defining a compounding rate. The compounding interest can either point back to the floating rate calculation of interest calculation node on the Interest Leg, or be defined specifically.
CompoundingRate  

data Correlation Source
A type describing the correlation amount of a correlation swap.
Correlation  

data DirectionalLeg Source
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
data DirectionalLegUnderlyer Source
An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.
DirectionalLegUnderlyer_DirectionalLegUnderlyerValuation DirectionalLegUnderlyerValuation  
DirectionalLegUnderlyer_DividendLeg DividendLeg 
data DirectionalLegUnderlyerValuation Source
An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.
data DividendAdjustment Source
Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
DividendAdjustment  

data DividendConditions Source
A type describing the conditions governing the payment of dividends to the receiver of the equity return. With the exception of the dividend payout ratio, which is defined for each of the underlying components.
DividendConditions  

data DividendPaymentDate Source
A type describing the date on which the dividend will be paid/received. This type is also used to specify the date on which the FX rate will be determined, when applicable.
DividendPaymentDate  

data DividendPeriod Source
Abstract base class of all time bounded dividend period types.
data DividendPeriodDividend Source
A time bounded dividend period, with an expected dividend for each period.
DividendPeriodDividend  

data EquityCorporateEvents Source
A type for defining the merger events and their treatment.
EquityCorporateEvents  

data EquityPremium Source
A type used to describe the amount paid for an equity option.
EquityPremium  

data EquityStrike 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.
EquityStrike  

data EquityValuation Source
A type for defining how and when an equity option is to be valued.
EquityValuation  

data ExtraordinaryEvents Source
Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
ExtraordinaryEvents  

data FloatingRateCalculationReference Source
Reference to a floating rate calculation of interest calculation component.
data IndexAdjustmentEvents Source
Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.
IndexAdjustmentEvents  

data InterestCalculation Source
Specifies the calculation method of the interest rate leg of the return swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
InterestCalculation  

data InterestLeg Source
A type describing the fixed income leg of the equity swap.
InterestLeg  

data InterestLegCalculationPeriodDates Source
Component that holds the various dates used to specify the interest leg of the return swap. It is used to define the InterestPeriodDates identifyer.
InterestLegCalculationPeriodDates  

data InterestLegCalculationPeriodDatesReference Source
Reference to the calculation period dates of the interest leg.
data InterestLegResetDates Source
InterestLegResetDates  

A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.
LegAmount  

Leg identity.
data LegIdAttributes Source
data LegIdentifier Source
Version aware identification of a leg.
LegIdentifier  

data MakeWholeProvisions Source
A type to hold early exercise provisions.
MakeWholeProvisions  

data NettedSwapBase Source
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
data OptionFeatures Source
A type for defining option features.
OptionFeatures  

data PrincipalExchangeAmount Source
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
PrincipalExchangeAmount  

data PrincipalExchangeDescriptions Source
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
PrincipalExchangeDescriptions  

data PrincipalExchangeFeatures Source
A type describing the principal exchange features of the return swap.
PrincipalExchangeFeatures  

data Representations Source
A type for defining ISDA 2002 Equity Derivative Representations.
Representations  

A type describing the dividend return conditions applicable to the swap.
Return  

A type describing the return leg of a return type swap.
ReturnLeg  

data ReturnLegValuation Source
A type describing the initial and final valuation of the underlyer.
ReturnLegValuation  

data ReturnLegValuationPrice Source
ReturnLegValuationPrice  

data ReturnSwap Source
A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
ReturnSwap  

data ReturnSwapAdditionalPayment Source
A type describing the additional payment(s) between the principal parties to the trade. This component extends some of the features of the additionalPayment component previously developed in FpML. Appropriate discussions will determine whether it would be appropriate to extend the shared component in order to meet the further requirements of equity swaps.
ReturnSwapAdditionalPayment  

data ReturnSwapAmount Source
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.
ReturnSwapAmount  

data ReturnSwapBase Source
A type describing the components that are common for return type swaps, including short and long form return swaps representations.
data ReturnSwapEarlyTermination Source
A type describing the date from which each of the party may be allowed to terminate the trade.
ReturnSwapEarlyTermination  

data ReturnSwapLegUnderlyer Source
A base class for all return leg types with an underlyer.
data ReturnSwapNotional Source
Specifies the notional of return type swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.
ReturnSwapNotional  

data ReturnSwapPaymentDates Source
A type describing the return payment dates of the swap.
ReturnSwapPaymentDates  

data StartingDate Source
A type specifying the date from which the early termination clause can be exercised.
StartingDate  

data StubCalculationPeriod Source
A type describing the Stub Calculation Period.
A type describing the variance amount of a variance swap.
Variance  

elementInterestLeg :: XMLParser InterestLegSource
The fixed income amounts of the return type swap.
elementReturnLeg :: XMLParser ReturnLegSource
Return amounts of the return type swap.
elementReturnSwap :: XMLParser ReturnSwapSource
Specifies the structure of a return type swap. It can represent return swaps, total return swaps, variance swaps.
elementReturnSwapLeg :: XMLParser DirectionalLegSource
An placeholder for the actual Return Swap Leg definition.
module Data.FpML.V53.Shared.Option