Safe Haskell	Safe-Infered

Data.FpML.V53.Shared

Synopsis

Documentation

newtype CorrelationValue Source

A type defining a number specified as a decimal between -1 and 1 inclusive.

Constructors

CorrelationValue Decimal

Instances

Eq CorrelationValue
Show CorrelationValue
SchemaType CorrelationValue
SimpleType CorrelationValue
Restricts CorrelationValue Decimal

newtype HourMinuteTime Source

A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.

Constructors

HourMinuteTime Time

Instances

Eq HourMinuteTime
Show HourMinuteTime
SchemaType HourMinuteTime
SimpleType HourMinuteTime
Restricts HourMinuteTime Time

newtype NonNegativeDecimal Source

A type defining a number specified as non negative decimal greater than 0 inclusive.

Constructors

NonNegativeDecimal Decimal

Instances

Eq NonNegativeDecimal
Show NonNegativeDecimal
SchemaType NonNegativeDecimal
SimpleType NonNegativeDecimal
Restricts NonNegativeDecimal Decimal

newtype PositiveDecimal Source

A type defining a number specified as positive decimal greater than 0 exclusive.

Constructors

PositiveDecimal Decimal

Instances

Eq PositiveDecimal
Show PositiveDecimal
SchemaType PositiveDecimal
SimpleType PositiveDecimal
Restricts PositiveDecimal Decimal

newtype RestrictedPercentage Source

A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05.

Constructors

RestrictedPercentage Decimal

Instances

Eq RestrictedPercentage
Show RestrictedPercentage
SchemaType RestrictedPercentage
SimpleType RestrictedPercentage
Restricts RestrictedPercentage Decimal

newtype Scheme Source

The base class for all types which define coding schemes.

Constructors

Scheme NormalizedString

Instances

Eq Scheme
Show Scheme
SchemaType Scheme
SimpleType Scheme
Extension TimezoneLocation Scheme
Extension SpreadScheduleType Scheme
Extension SettlementPriceSource Scheme
Extension SettlementPriceDefaultElection Scheme
Extension SettlementMethod Scheme
Extension RoutingId Scheme
Extension ResourceType Scheme
Extension ResourceId Scheme
Extension RequestedAction Scheme
Extension PersonRole Scheme
Extension BusinessUnitRole Scheme
Extension ReferenceBankId Scheme
Extension ReferenceAmount Scheme
Extension RateSourcePage Scheme
Extension ProductType Scheme
Extension ProductId Scheme
Extension PaymentType Scheme
Extension PaymentId Scheme
Extension PartyRoleType Scheme
Extension PartyRole Scheme
Extension PartyName Scheme
Extension PartyId Scheme
Extension OriginatingEvent Scheme
Extension MimeType Scheme
Extension MatrixTerm Scheme
Extension MatrixType Scheme
Extension MatchId Scheme
Extension MasterConfirmationType Scheme
Extension MasterConfirmationAnnexType Scheme
Extension MasterAgreementVersion Scheme
Extension MasterAgreementType Scheme
Extension MainPublication Scheme
Extension Language Scheme
Extension InterpolationMethod Scheme
Extension InstrumentId Scheme
Extension InformationProvider Scheme
Extension IndustryClassification Scheme
Extension GoverningLaw Scheme
Extension FloatingRateIndex Scheme
Extension ExchangeId Scheme
Extension EntityName Scheme
Extension EntityId Scheme
Extension DeterminationMethod Scheme
Extension DayCountFraction Scheme
Extension Currency Scheme
Extension CreditRating Scheme
Extension CreditSupportAgreementType Scheme
Extension CreditSupportAgreementIdentifier Scheme
Extension CreditSeniority Scheme
Extension ContractualSupplement Scheme
Extension ContractualDefinitions Scheme
Extension ClearanceSystem Scheme
Extension CashflowType Scheme
Extension CashflowId Scheme
Extension BusinessCenter Scheme
Extension BrokerConfirmationType Scheme
Extension AssetClass Scheme
Extension AgreementVersion Scheme
Extension AgreementType Scheme
Extension Unit Scheme
Extension PersonId Scheme
Extension AccountName Scheme
Extension AccountId Scheme
Extension UnderlyingAssetTranche Scheme
Extension TimeZone Scheme
Extension ReportingCurrencyType Scheme
Extension QuoteTiming Scheme
Extension QuantityUnit Scheme
Extension PriceQuoteUnits Scheme
Extension MortgageSector Scheme
Extension Lien Scheme
Extension FutureId Scheme
Extension FacilityType Scheme
Extension CouponType Scheme
Extension CommodityDetails Scheme
Extension CommodityBusinessCalendar Scheme
Extension CommodityBase Scheme
Extension BasketName Scheme
Extension BasketId Scheme
Extension PricingModel Scheme
Extension AssetMeasureType Scheme
Extension RestructuringType Scheme
Extension MarketDisruption Scheme
Extension FrequencyType Scheme
Extension MatrixSource Scheme
Extension IndexName Scheme
Extension IndexId Scheme
Extension IndexAnnexSource Scheme
Extension EntityType Scheme
Extension AdditionalTerm Scheme
Extension OilProductType Scheme
Extension MarketDisruptionEvent Scheme
Extension GasQuality Scheme
Extension GasDeliveryPoint Scheme
Extension ElectricityTransmissionContingencyType Scheme
Extension ElectricityDeliveryPoint Scheme
Extension DisruptionFallback Scheme
Extension CommodityQuantityFrequency Scheme
Extension CommodityProductGrade Scheme
Extension CommodityPipelineCycle Scheme
Extension CommodityPipeline Scheme
Extension CommodityPayRelativeToEvent Scheme
Extension CommodityHubCode Scheme
Extension CommodityFxType Scheme
Extension CommodityFrequencyType Scheme
Extension CommodityExpireRelativeToEvent Scheme
Extension CommodityDeliveryRisk Scheme
Extension CommodityDeliveryPoint Scheme
Extension CoalTransportationEquipment Scheme
Extension CoalQualityAdjustments Scheme
Extension CoalProductType Scheme
Extension CoalProductSource Scheme
Extension CoalDeliveryPoint Scheme
Extension BullionDeliveryLocation Scheme
Extension CutName Scheme
Extension Validation Scheme
Extension Trader Scheme
Extension IssuerId Scheme
Extension TradeId Scheme
Extension TradeCategory Scheme
Extension ReportingRole Scheme
Extension QueryParameterOperator Scheme
Extension QueryParameterId Scheme
Extension PortfolioName Scheme
Extension ConfirmationMethod Scheme
Extension ExecutionType Scheme
Extension ExecutionVenueType Scheme
Extension SupervisoryBody Scheme
Extension ReportingRegimeName Scheme
Extension TimestampTypeScheme Scheme
Extension RegulatorId Scheme
Extension ReportingPurpose Scheme
Extension TransactionCharacteristic Scheme
Extension OrganizationCharacteristic Scheme
Extension CreditDocument Scheme
Extension CollateralizationType Scheme
Extension ClearingStatusValue Scheme
Extension AllocationReportingStatus Scheme
Extension LinkId Scheme
Extension ContractId Scheme
Extension VerificationStatus Scheme
Extension ServiceAdvisoryCategory Scheme
Extension ServiceProcessingEvent Scheme
Extension ServiceProcessingStep Scheme
Extension ServiceProcessingCycle Scheme
Extension ServiceStatus Scheme
Extension BusinessProcess Scheme
Extension ReportId Scheme
Extension ReasonCode Scheme
Extension ImplementationSpecificationVersion Scheme
Extension MessageId Scheme
Extension MessageAddress Scheme
Extension EventStatus Scheme
Extension TerminatingEvent Scheme
Extension WithdrawalReason Scheme
Extension RequestedWithdrawalAction Scheme
Extension CompressionType Scheme
Extension EventId Scheme
Extension OptionType Scheme
Extension SettlementRateOption Scheme
Extension PricingInputType Scheme
Extension PositionId Scheme
Extension PerturbationType Scheme
Extension DerivativeCalculationMethod Scheme
Extension ValuationSetDetail Scheme
Extension ScheduledDateType Scheme
Extension CompoundingFrequency Scheme
Restricts Scheme NormalizedString

newtype Token60 Source

A type defining a token of length between 1 and 60 characters inclusive.

Constructors

Token60 Token

Instances

Eq Token60
Show Token60
SchemaType Token60
SimpleType Token60
Extension LegId Token60
Restricts Token60 Token

data Account Source

A generic account that represents any party's account at another party. Parties may be identified by the account at another party.

Constructors

Account

Fields

account_ID :: ID: The unique identifier for the account within the document.
account_id :: Maybe AccountId: An account identifier. For example an Account number.
account_name :: Maybe AccountName: The name by which the account is known.
account_beneficiary :: Maybe PartyReference: A reference to the party beneficiary of the account.
account_servicingParty :: Maybe PartyReference: A reference to the party that services/supports the account.

Instances

Eq Account
Show Account
SchemaType Account

data AccountId Source

The data type used for account identifiers.

Constructors

AccountId Scheme AccountIdAttributes

Instances

Eq AccountId
Show AccountId
SchemaType AccountId
Extension AccountId Scheme

data AccountIdAttributes Source

Constructors

AccountIdAttributes
Fields accountIdAttrib_accountIdScheme :: Maybe AnyURI The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.

Instances

Eq AccountIdAttributes
Show AccountIdAttributes

data AccountName Source

The data type used for the name of the account.

Constructors

AccountName Scheme AccountNameAttributes

Instances

Eq AccountName
Show AccountName
SchemaType AccountName
Extension AccountName Scheme

data AccountNameAttributes Source

Constructors

AccountNameAttributes
Fields accountNameAttrib_accountNameScheme :: Maybe AnyURI The identifier scheme used with this accountName. A unique URI to determine the source of the account name.

Instances

Eq AccountNameAttributes
Show AccountNameAttributes

data AccountReference Source

Reference to an account.

Constructors

AccountReference
Fields accountRef_href :: IDREF

Instances

Eq AccountReference
Show AccountReference
SchemaType AccountReference
Extension AccountReference Reference

data Address Source

A type that represents a physical postal address.

Constructors

Address

Fields

address_streetAddress :: Maybe StreetAddress: The set of street and building number information that identifies a postal address within a city.
address_city :: Maybe XsdString: The city component of a postal address.
address_state :: Maybe XsdString: A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons.
address_country :: Maybe CountryCode: The ISO 3166 standard code for the country within which the postal address is located.
address_postalCode :: Maybe XsdString: The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.

Instances

Eq Address
Show Address
SchemaType Address

data BusinessUnit Source

A type that represents information about a unit within an organization.

Constructors

BusinessUnit

Fields

businessUnit_ID :: Maybe ID
businessUnit_name :: Maybe XsdString: A name used to describe the organization unit
businessUnit_id :: Maybe Unit: An identifier used to uniquely identify organization unit
businessUnit_contactInfo :: Maybe ContactInformation: Information on how to contact the unit using various means.
businessUnit_country :: Maybe CountryCode: The ISO 3166 standard code for the country where the individual works.

Instances

Eq BusinessUnit
Show BusinessUnit
SchemaType BusinessUnit

data Person Source

A type that represents information about a person connected with a trade or business process.

Constructors

Person

Fields

person_ID :: Maybe ID

person_honorific :: Maybe NormalizedString

An honorific title, such as Mr., Ms., Dr. etc.

person_firstName :: Maybe NormalizedString

Given name, such as John or Mary.

person_choice2 :: Maybe (OneOf2 [NormalizedString] [Initial])

Choice between:

middleName
initial

person_surname :: Maybe NormalizedString

Family name, such as Smith or Jones.

person_suffix :: Maybe NormalizedString

Name suffix, such as Jr., III, etc.

person_id :: [PersonId]

An identifier assigned by a system for uniquely identifying the individual

person_businessUnitReference :: Maybe BusinessUnitReference

The unit for which the indvidual works.

person_contactInfo :: Maybe ContactInformation

Information on how to contact the individual using various means.

person_country :: Maybe CountryCode

The ISO 3166 standard code for the country where the individual works.

Instances

Eq Person
Show Person
SchemaType Person

newtype Initial Source

Constructors

Initial NormalizedString

Instances

Eq Initial
Show Initial
SchemaType Initial
SimpleType Initial
Restricts Initial NormalizedString

data PersonId Source

An identifier used to identify an individual person.

Constructors

PersonId Scheme PersonIdAttributes

Instances

Eq PersonId
Show PersonId
SchemaType PersonId
Extension PersonId Scheme

data PersonIdAttributes Source

Constructors

PersonIdAttributes
Fields personIdAttrib_personIdScheme :: Maybe AnyURI

Instances

Eq PersonIdAttributes
Show PersonIdAttributes

data Unit Source

A type used to record information about a unit, subdivision, desk, or other similar business entity.

Constructors

Unit Scheme UnitAttributes

Instances

Eq Unit
Show Unit
SchemaType Unit
Extension Unit Scheme

data UnitAttributes Source

Constructors

UnitAttributes
Fields unitAttrib_unitScheme :: Maybe AnyURI

Instances

Eq UnitAttributes
Show UnitAttributes

data ContactInformation Source

A type that represents how to contact an individual or organization.

Constructors

ContactInformation
Fields contactInfo_telephone :: [TelephoneNumber] A telephonic contact. contactInfo_email :: [NormalizedString] An address on an electronic mail or messaging sysem . contactInfo_address :: Maybe Address A postal or street address.

Instances

Eq ContactInformation
Show ContactInformation
SchemaType ContactInformation

data TelephoneNumber Source

A type that represents a telephonic contact.

Constructors

TelephoneNumber
Fields telephNumber_type :: Maybe TelephoneTypeEnum The type of telephone number (work, personal, mobile). telephNumber_number :: Maybe XsdString A telephonic contact.

Instances

Eq TelephoneNumber
Show TelephoneNumber
SchemaType TelephoneNumber

data AdjustableDate Source

A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Constructors

AdjustableDate

Fields

adjustDate_ID :: Maybe ID
adjustDate_unadjustedDate :: IdentifiedDate: A date subject to adjustment.
adjustDate_dateAdjustments :: Maybe BusinessDayAdjustments: The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
adjustDate_adjustedDate :: Maybe IdentifiedDate: The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Instances

Eq AdjustableDate
Show AdjustableDate
SchemaType AdjustableDate

data AdjustableDate2 Source

A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.

Constructors

AdjustableDate2

Fields

adjustDate2_ID :: Maybe ID

adjustDate2_unadjustedDate :: IdentifiedDate

A date subject to adjustment.

adjustDate2_choice1 :: Maybe (OneOf2 BusinessDayAdjustments BusinessDayAdjustmentsReference)

Choice between:

The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
A pointer style reference to date adjustments defined elsewhere in the document.

adjustDate2_adjustedDate :: Maybe IdentifiedDate

The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Instances

Eq AdjustableDate2
Show AdjustableDate2
SchemaType AdjustableDate2

data AdjustableDates Source

A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.

Constructors

AdjustableDates

Fields

adjustDates_ID :: Maybe ID
adjustDates_unadjustedDate :: [IdentifiedDate]: A date subject to adjustment.
adjustDates_dateAdjustments :: Maybe BusinessDayAdjustments: The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
adjustDates_adjustedDate :: [IdentifiedDate]: The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Instances

Eq AdjustableDates
Show AdjustableDates
SchemaType AdjustableDates

data AdjustableDatesOrRelativeDateOffset Source

A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date

Constructors

AdjustableDatesOrRelativeDateOffset
Fields adordo_choice0 :: Maybe (OneOf2 AdjustableDates RelativeDateOffset) Choice between: A series of adjustable dates A series of dates specified as a repeating sequence from a base date.

Instances

Eq AdjustableDatesOrRelativeDateOffset
Show AdjustableDatesOrRelativeDateOffset
SchemaType AdjustableDatesOrRelativeDateOffset

data AdjustableOrAdjustedDate Source

A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

Constructors

AdjustableOrAdjustedDate

Fields

adjustOrAdjustDate_ID :: Maybe ID

adjustOrAdjustDate_choice0 :: OneOf2 (IdentifiedDate, Maybe BusinessDayAdjustments, Maybe IdentifiedDate) IdentifiedDate

Choice between:

Sequence of:

A date subject to adjustment.
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Instances

Eq AdjustableOrAdjustedDate
Show AdjustableOrAdjustedDate
SchemaType AdjustableOrAdjustedDate

data AdjustableOrRelativeDate Source

A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.

Constructors

AdjustableOrRelativeDate
Fields adjustOrRelatDate_ID :: Maybe ID adjustOrRelatDate_choice0 :: Maybe (OneOf2 AdjustableDate RelativeDateOffset) Choice between: A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. A date specified as some offset to another date (the anchor date).

Instances

Eq AdjustableOrRelativeDate
Show AdjustableOrRelativeDate
SchemaType AdjustableOrRelativeDate

data AdjustableOrRelativeDates Source

A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.

Constructors

AdjustableOrRelativeDates

Fields

adjustOrRelatDates_ID :: Maybe ID

adjustOrRelatDates_choice0 :: Maybe (OneOf2 AdjustableDates RelativeDates)

Choice between:

A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A series of dates specified as some offset to another series of dates (the anchor dates).

Instances

Eq AdjustableOrRelativeDates
Show AdjustableOrRelativeDates
SchemaType AdjustableOrRelativeDates

data AdjustableRelativeOrPeriodicDates Source

Constructors

AdjustableRelativeOrPeriodicDates

Fields

adjustRelatOrPeriodDates_ID :: Maybe ID

adjustRelatOrPeriodDates_choice0 :: Maybe (OneOf3 AdjustableDates RelativeDateSequence PeriodicDates)

Choice between:

A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A series of dates specified as some offset to other dates (the anchor dates) which can
periodicDates

Instances

Eq AdjustableRelativeOrPeriodicDates
Show AdjustableRelativeOrPeriodicDates
SchemaType AdjustableRelativeOrPeriodicDates

data AdjustableRelativeOrPeriodicDates2 Source

A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences.

Constructors

AdjustableRelativeOrPeriodicDates2

Fields

adjustRelatOrPeriodDates2_ID :: Maybe ID

adjustRelatOrPeriodDates2_choice0 :: Maybe (OneOf3 AdjustableDates RelativeDates PeriodicDates)

Choice between:

A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
A series of dates specified as some offset to another series of dates (the anchor dates).
periodicDates

Instances

Eq AdjustableRelativeOrPeriodicDates2
Show AdjustableRelativeOrPeriodicDates2
SchemaType AdjustableRelativeOrPeriodicDates2

data AdjustedRelativeDateOffset Source

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.

Constructors

AdjustedRelativeDateOffset

Fields

adjustRelatDateOffset_ID :: Maybe ID

adjustRelatDateOffset_periodMultiplier :: Integer

A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

adjustRelatDateOffset_period :: PeriodEnum

A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

adjustRelatDateOffset_dayType :: Maybe DayTypeEnum

In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.

adjustRelatDateOffset_businessDayConvention :: Maybe BusinessDayConventionEnum

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

adjustRelatDateOffset_choice4 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

adjustRelatDateOffset_dateRelativeTo :: Maybe DateReference

Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

adjustRelatDateOffset_adjustedDate :: Maybe IdentifiedDate

The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

adjustRelatDateOffset_relativeDateAdjustments :: Maybe BusinessDayAdjustments

The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.

Instances

Eq AdjustedRelativeDateOffset
Show AdjustedRelativeDateOffset
SchemaType AdjustedRelativeDateOffset
Extension AdjustedRelativeDateOffset RelativeDateOffset
Extension AdjustedRelativeDateOffset Period
Extension AdjustedRelativeDateOffset Offset

data AgreementType Source

Constructors

AgreementType Scheme AgreementTypeAttributes

Instances

Eq AgreementType
Show AgreementType
SchemaType AgreementType
Extension AgreementType Scheme

data AgreementTypeAttributes Source

Constructors

AgreementTypeAttributes
Fields agreemTypeAttrib_agreementTypeScheme :: Maybe AnyURI

Instances

Eq AgreementTypeAttributes
Show AgreementTypeAttributes

data AgreementVersion Source

Constructors

AgreementVersion Scheme AgreementVersionAttributes

Instances

Eq AgreementVersion
Show AgreementVersion
SchemaType AgreementVersion
Extension AgreementVersion Scheme

data AgreementVersionAttributes Source

Constructors

AgreementVersionAttributes
Fields agreemVersionAttrib_agreementVersionScheme :: Maybe AnyURI

Instances

Eq AgreementVersionAttributes
Show AgreementVersionAttributes

data AmericanExercise Source

A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

Constructors

AmericanExercise

Fields

americExerc_ID :: Maybe ID
americExerc_commencementDate :: Maybe AdjustableOrRelativeDate: The first day of the exercise period for an American style option.
americExerc_expirationDate :: Maybe AdjustableOrRelativeDate: The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
americExerc_relevantUnderlyingDate :: Maybe AdjustableOrRelativeDates: The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
americExerc_earliestExerciseTime :: Maybe BusinessCenterTime: The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
americExerc_latestExerciseTime :: Maybe BusinessCenterTime: For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
americExerc_expirationTime :: Maybe BusinessCenterTime: The latest time for exercise on expirationDate.
americExerc_multipleExercise :: Maybe MultipleExercise: As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
americExerc_exerciseFeeSchedule :: Maybe ExerciseFeeSchedule: The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.

Instances

Eq AmericanExercise
Show AmericanExercise
SchemaType AmericanExercise
Extension AmericanExercise Exercise

data AmountReference Source

Specifies a reference to a monetary amount.

Constructors

AmountReference
Fields amountRef_href :: IDREF

Instances

Eq AmountReference
Show AmountReference
SchemaType AmountReference
Extension AmountReference Reference

data AmountSchedule Source

A type defining a currency amount or a currency amount schedule.

Constructors

AmountSchedule

Fields

amountSched_ID :: Maybe ID
amountSched_initialValue :: Decimal: The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
amountSched_step :: [Step]: The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
amountSched_currency :: Maybe Currency: The currency in which an amount is denominated.

Instances

Eq AmountSchedule
Show AmountSchedule
SchemaType AmountSchedule
Extension AmountSchedule Schedule

data AssetClass Source

Constructors

AssetClass Scheme AssetClassAttributes

Instances

Eq AssetClass
Show AssetClass
SchemaType AssetClass
Extension AssetClass Scheme

data AssetClassAttributes Source

Constructors

AssetClassAttributes
Fields assetClassAttrib_assetClassScheme :: Maybe AnyURI

Instances

Eq AssetClassAttributes
Show AssetClassAttributes

data AutomaticExercise Source

A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

Constructors

AutomaticExercise
Fields automExerc_thresholdRate :: Maybe Decimal A threshold rate. The threshold of 0.10% would be represented as 0.001

Instances

Eq AutomaticExercise
Show AutomaticExercise
SchemaType AutomaticExercise

data AverageDailyTradingVolumeLimit Source

To indicate the limitation percentage and limitation period.

Constructors

AverageDailyTradingVolumeLimit
Fields averageDailyTradingVolumeLimit_limitationPercentage :: Maybe RestrictedPercentage Specifies the limitation percentage in Average Daily trading volume. averageDailyTradingVolumeLimit_limitationPeriod :: Maybe NonNegativeInteger Specifies the limitation period for Average Daily trading volume in number of days.

Instances

Eq AverageDailyTradingVolumeLimit
Show AverageDailyTradingVolumeLimit
SchemaType AverageDailyTradingVolumeLimit

data Beneficiary Source

A type defining the beneficiary of the funds.

Constructors

Beneficiary

Fields

beneficiary_choice0 :: Maybe (OneOf3 RoutingIds RoutingExplicitDetails RoutingIdsAndExplicitDetails)

Choice between:

A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.

beneficiary_partyReference :: Maybe PartyReference

Link to the party acting as beneficiary. This element can only appear within the beneficiary container element.

Instances

Eq Beneficiary
Show Beneficiary
SchemaType Beneficiary

data BermudaExercise Source

A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.

Constructors

BermudaExercise

Fields

bermudaExerc_ID :: Maybe ID
bermudaExercise_dates :: Maybe AdjustableOrRelativeDates: The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
bermudaExerc_relevantUnderlyingDate :: Maybe AdjustableOrRelativeDates: The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
bermudaExerc_earliestExerciseTime :: Maybe BusinessCenterTime: The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
bermudaExerc_latestExerciseTime :: Maybe BusinessCenterTime: For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
bermudaExerc_expirationTime :: Maybe BusinessCenterTime: The latest time for exercise on expirationDate.
bermudaExerc_multipleExercise :: Maybe MultipleExercise: As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
bermudaExerc_exerciseFeeSchedule :: Maybe ExerciseFeeSchedule: The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.

Instances

Eq BermudaExercise
Show BermudaExercise
SchemaType BermudaExercise
Extension BermudaExercise Exercise

data BrokerConfirmation Source

Identifies the market sector in which the trade has been arranged.

Constructors

BrokerConfirmation
Fields brokerConfirmation_type :: Maybe BrokerConfirmationType The type of broker confirmation executed between the parties.

Instances

Eq BrokerConfirmation
Show BrokerConfirmation
SchemaType BrokerConfirmation

data BrokerConfirmationType Source

Identifies the market sector in which the trade has been arranged.

Constructors

BrokerConfirmationType Scheme BrokerConfirmationTypeAttributes

Instances

Eq BrokerConfirmationType
Show BrokerConfirmationType
SchemaType BrokerConfirmationType
Extension BrokerConfirmationType Scheme

data BrokerConfirmationTypeAttributes Source

Constructors

BrokerConfirmationTypeAttributes
Fields brokerConfirTypeAttrib_brokerConfirmationTypeScheme :: Maybe AnyURI

Instances

Eq BrokerConfirmationTypeAttributes
Show BrokerConfirmationTypeAttributes

data BusinessCenter Source

A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme.

Constructors

BusinessCenter Scheme BusinessCenterAttributes

Instances

Eq BusinessCenter
Show BusinessCenter
SchemaType BusinessCenter
Extension BusinessCenter Scheme

data BusinessCenterAttributes Source

Constructors

BusinessCenterAttributes
Fields busCenterAttrib_businessCenterScheme :: Maybe AnyURI busCenterAttrib_ID :: Maybe ID

Instances

Eq BusinessCenterAttributes
Show BusinessCenterAttributes

data BusinessCenters Source

A type for defining business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document.

Constructors

BusinessCenters
Fields busCenters_ID :: Maybe ID busCenters_businessCenter :: [BusinessCenter]

Instances

Eq BusinessCenters
Show BusinessCenters
SchemaType BusinessCenters

data BusinessCentersReference Source

A pointer style reference to a set of business day calendar defined elsewhere in the document.

Constructors

BusinessCentersReference
Fields busCentersRef_href :: IDREF

Instances

Eq BusinessCentersReference
Show BusinessCentersReference
SchemaType BusinessCentersReference
Extension BusinessCentersReference Reference

data BusinessCenterTime Source

A type for defining a time with respect to a business day calendar location. For example, 11:00am London time.

Constructors

BusinessCenterTime
Fields busCenterTime_hourMinuteTime :: Maybe HourMinuteTime A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00. busCenterTime_businessCenter :: Maybe BusinessCenter

Instances

Eq BusinessCenterTime
Show BusinessCenterTime
SchemaType BusinessCenterTime

data BusinessDateRange Source

A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.

Constructors

BusinessDateRange

Fields

busDateRange_unadjustedFirstDate :: Maybe Date

The first date of a date range.

busDateRange_unadjustedLastDate :: Maybe Date

The last date of a date range.

busDateRange_businessDayConvention :: Maybe BusinessDayConventionEnum

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

busDateRange_choice3 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

Instances

Eq BusinessDateRange
Show BusinessDateRange
SchemaType BusinessDateRange
Extension BusinessDateRange DateRange

data BusinessDayAdjustments Source

A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.

Constructors

BusinessDayAdjustments

Fields

busDayAdjust_ID :: Maybe ID

busDayAdjust_businessDayConvention :: Maybe BusinessDayConventionEnum

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

busDayAdjust_choice1 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

Instances

Eq BusinessDayAdjustments
Show BusinessDayAdjustments
SchemaType BusinessDayAdjustments

data BusinessDayAdjustmentsReference Source

Reference to a business day adjustments structure.

Constructors

BusinessDayAdjustmentsReference
Fields busDayAdjustRef_href :: IDREF

Instances

Eq BusinessDayAdjustmentsReference
Show BusinessDayAdjustmentsReference
SchemaType BusinessDayAdjustmentsReference
Extension BusinessDayAdjustmentsReference Reference

data CalculationAgent Source

A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.

Constructors

CalculationAgent

Fields

calcAgent_choice0 :: Maybe (OneOf2 [PartyReference] CalculationAgentPartyEnum)

Choice between:

A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility.
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. For example, the Calculation Agent may be defined as being the Non-exercising Party.

Instances

Eq CalculationAgent
Show CalculationAgent
SchemaType CalculationAgent

data CalculationPeriodFrequency Source

A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swapswapStreamcalculationPerioDateseffectiveDate and the swapswapStreamcalculationPerioDatesterminationDate.

Constructors

CalculationPeriodFrequency

Fields

calcPeriodFrequ_ID :: Maybe ID
calcPeriodFrequ_periodMultiplier :: Maybe PositiveInteger: A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
calcPeriodFrequ_period :: Maybe PeriodExtendedEnum: A time period, e.g. a day, week, month, year or term of the stream.
calcPeriodFrequ_rollConvention :: Maybe RollConventionEnum: Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.

Instances

Eq CalculationPeriodFrequency
Show CalculationPeriodFrequency
SchemaType CalculationPeriodFrequency
Extension CalculationPeriodFrequency Frequency

data CashflowId Source

An identifier used to identify a single component cashflow.

Constructors

CashflowId Scheme CashflowIdAttributes

Instances

Eq CashflowId
Show CashflowId
SchemaType CashflowId
Extension CashflowId Scheme

data CashflowIdAttributes Source

Constructors

CashflowIdAttributes
Fields cashflIdAttrib_cashflowIdScheme :: Maybe AnyURI

Instances

Eq CashflowIdAttributes
Show CashflowIdAttributes

data CashflowNotional Source

The notionalprincipal valuequantity/volume used to compute the cashflow.

Constructors

CashflowNotional
Fields cashflNotion_ID :: Maybe ID cashflNotion_choice0 :: Maybe (OneOf2 Currency NormalizedString) Choice between: The currency in which an amount is denominated. The units in which an amount (not monetary) is denominated. cashflNotion_amount :: Decimal The quantity of notional (in currency or other units).

Instances

Eq CashflowNotional
Show CashflowNotional
SchemaType CashflowNotional

data CashflowType Source

A coding scheme used to describe the type or purpose of a cash flow or cash flow component.

Constructors

CashflowType Scheme CashflowTypeAttributes

Instances

Eq CashflowType
Show CashflowType
SchemaType CashflowType
Extension CashflowType Scheme

data CashflowTypeAttributes Source

Constructors

CashflowTypeAttributes
Fields cashflTypeAttrib_cashflowTypeScheme :: Maybe AnyURI

Instances

Eq CashflowTypeAttributes
Show CashflowTypeAttributes

data CashSettlementReferenceBanks Source

A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.

Constructors

CashSettlementReferenceBanks
Fields cashSettlRefBanks_ID :: Maybe ID cashSettlRefBanks_referenceBank :: [ReferenceBank] An institution (party) identified by means of a coding scheme and an optional name.

Instances

Eq CashSettlementReferenceBanks
Show CashSettlementReferenceBanks
SchemaType CashSettlementReferenceBanks

data ClearanceSystem Source

Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.

Constructors

ClearanceSystem Scheme ClearanceSystemAttributes

Instances

Eq ClearanceSystem
Show ClearanceSystem
SchemaType ClearanceSystem
Extension ClearanceSystem Scheme

data ClearanceSystemAttributes Source

Constructors

ClearanceSystemAttributes
Fields clearSystemAttrib_clearanceSystemScheme :: Maybe AnyURI

Instances

Eq ClearanceSystemAttributes
Show ClearanceSystemAttributes

data ContractualDefinitions Source

The definitions, such as those published by ISDA, that will define the terms of the trade.

Constructors

ContractualDefinitions Scheme ContractualDefinitionsAttributes

Instances

Eq ContractualDefinitions
Show ContractualDefinitions
SchemaType ContractualDefinitions
Extension ContractualDefinitions Scheme

data ContractualDefinitionsAttributes Source

Constructors

ContractualDefinitionsAttributes
Fields contrDefinAttrib_contractualDefinitionsScheme :: Maybe AnyURI

Instances

Eq ContractualDefinitionsAttributes
Show ContractualDefinitionsAttributes

data ContractualMatrix Source

Constructors

ContractualMatrix

Fields

contrMatrix_matrixType :: Maybe MatrixType: Identifies the form of applicable matrix.
contrMatrix_publicationDate :: Maybe Date: Specifies the publication date of the applicable version of the matrix. When this element is omitted, the ISDA supplemental language for incorporation of the relevant matrix will generally define rules for which version of the matrix is applicable.
contrMatrix_matrixTerm :: Maybe MatrixTerm: Defines any applicable key into the relevant matrix. For example, the Transaction Type would be the single term required for the Credit Derivatives Physical Settlement Matrix. This element should be omitted in the case of the 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions.

Instances

Eq ContractualMatrix
Show ContractualMatrix
SchemaType ContractualMatrix

data ContractualSupplement Source

A contractual supplement (such as those published by ISDA) that will apply to the trade.

Constructors

ContractualSupplement Scheme ContractualSupplementAttributes

Instances

Eq ContractualSupplement
Show ContractualSupplement
SchemaType ContractualSupplement
Extension ContractualSupplement Scheme

data ContractualSupplementAttributes Source

Constructors

ContractualSupplementAttributes
Fields contrSupplAttrib_contractualSupplementScheme :: Maybe AnyURI

Instances

Eq ContractualSupplementAttributes
Show ContractualSupplementAttributes

data ContractualTermsSupplement Source

A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.

Constructors

ContractualTermsSupplement
Fields contrTermsSuppl_type :: Maybe ContractualSupplement Identifies the form of applicable contractual supplement. contrTermsSuppl_publicationDate :: Maybe Date Specifies the publication date of the applicable version of the contractual supplement.

Instances

Eq ContractualTermsSupplement
Show ContractualTermsSupplement
SchemaType ContractualTermsSupplement

data CorrespondentInformation Source

A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.

Constructors

CorrespondentInformation

Fields

corresInfo_choice0 :: Maybe (OneOf3 RoutingIds RoutingExplicitDetails RoutingIdsAndExplicitDetails)

Choice between:

A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.

corresInfo_correspondentPartyReference :: Maybe PartyReference

Link to the party acting as correspondent. This element can only appear within the correspondentInformation container element.

Instances

Eq CorrespondentInformation
Show CorrespondentInformation
SchemaType CorrespondentInformation

data CountryCode Source

The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http:www.niso.orgstandardsresources/3166.html.

Constructors

CountryCode Token CountryCodeAttributes

Instances

Eq CountryCode
Show CountryCode
SchemaType CountryCode
Extension CountryCode Token

data CountryCodeAttributes Source

Constructors

CountryCodeAttributes
Fields countryCodeAttrib_countryScheme :: Maybe AnyURI

Instances

Eq CountryCodeAttributes
Show CountryCodeAttributes

data CreditSeniority Source

The repayment precedence of a debt instrument.

Constructors

CreditSeniority Scheme CreditSeniorityAttributes

Instances

Eq CreditSeniority
Show CreditSeniority
SchemaType CreditSeniority
Extension CreditSeniority Scheme

data CreditSeniorityAttributes Source

Constructors

CreditSeniorityAttributes
Fields creditSeniorAttrib_creditSeniorityScheme :: Maybe AnyURI creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade.

Instances

Eq CreditSeniorityAttributes
Show CreditSeniorityAttributes

data CreditSupportAgreement Source

The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.

Constructors

CreditSupportAgreement

Fields

creditSupportAgreem_type :: Maybe CreditSupportAgreementType: The type of ISDA Credit Support Agreement
creditSupportAgreem_date :: Maybe Date: The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
creditSupportAgreem_identifier :: Maybe CreditSupportAgreementIdentifier: An identifier used to uniquely identify the CSA

Instances

Eq CreditSupportAgreement
Show CreditSupportAgreement
SchemaType CreditSupportAgreement

data CreditSupportAgreementIdentifier Source

Constructors

CreditSupportAgreementIdentifier Scheme CreditSupportAgreementIdentifierAttributes

Instances

Eq CreditSupportAgreementIdentifier
Show CreditSupportAgreementIdentifier
SchemaType CreditSupportAgreementIdentifier
Extension CreditSupportAgreementIdentifier Scheme

data CreditSupportAgreementIdentifierAttributes Source

Constructors

CreditSupportAgreementIdentifierAttributes
Fields csaia_creditSupportAgreementIdScheme :: Maybe AnyURI

Instances

Eq CreditSupportAgreementIdentifierAttributes
Show CreditSupportAgreementIdentifierAttributes

data CreditSupportAgreementType Source

Constructors

CreditSupportAgreementType Scheme CreditSupportAgreementTypeAttributes

Instances

Eq CreditSupportAgreementType
Show CreditSupportAgreementType
SchemaType CreditSupportAgreementType
Extension CreditSupportAgreementType Scheme

data CreditSupportAgreementTypeAttributes Source

Constructors

CreditSupportAgreementTypeAttributes
Fields csata_creditSupportAgreementTypeScheme :: Maybe AnyURI

Instances

Eq CreditSupportAgreementTypeAttributes
Show CreditSupportAgreementTypeAttributes

data CreditRating Source

A party's credit rating.

Constructors

CreditRating Scheme CreditRatingAttributes

Instances

Eq CreditRating
Show CreditRating
SchemaType CreditRating
Extension CreditRating Scheme

data CreditRatingAttributes Source

Constructors

CreditRatingAttributes
Fields creditRatingAttrib_creditRatingScheme :: Maybe AnyURI

Instances

Eq CreditRatingAttributes
Show CreditRatingAttributes

data Currency Source

The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http:www.iso.orgisoenprods-servicespopstds/currencycodeslist.html.

Constructors

Currency Scheme CurrencyAttributes

Instances

Eq Currency
Show Currency
SchemaType Currency
Extension IdentifiedCurrency Currency
Extension Currency Scheme

data CurrencyAttributes Source

Constructors

CurrencyAttributes
Fields currenAttrib_currencyScheme :: Maybe AnyURI

Instances

Eq CurrencyAttributes
Show CurrencyAttributes

data DateList Source

List of Dates

Constructors

DateList
Fields dateList_date :: [Date]

Instances

Eq DateList
Show DateList
SchemaType DateList

data DateOffset Source

A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset. The type includes the convention for adjusting the date and an optional sequence element to indicate the order in a sequence of multiple date offsets.

Constructors

DateOffset

Fields

dateOffset_ID :: Maybe ID
dateOffset_periodMultiplier :: Integer: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
dateOffset_period :: PeriodEnum: A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
dateOffset_dayType :: Maybe DayTypeEnum: In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.
dateOffset_businessDayConvention :: Maybe BusinessDayConventionEnum: The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

Instances

Eq DateOffset
Show DateOffset
SchemaType DateOffset
Extension DateOffset Period
Extension DateOffset Offset

data DateRange Source

A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.

Constructors

DateRange
Fields dateRange_unadjustedFirstDate :: Maybe Date The first date of a date range. dateRange_unadjustedLastDate :: Maybe Date The last date of a date range.

Instances

Eq DateRange
Show DateRange
SchemaType DateRange
Extension BusinessDateRange DateRange

data DateReference Source

Reference to an identified date or a complex date structure.

Constructors

DateReference
Fields dateRef_href :: IDREF

Instances

Eq DateReference
Show DateReference
SchemaType DateReference
Extension DateReference Reference

data DateTimeList Source

List of DateTimes

Constructors

DateTimeList
Fields dateTimeList_dateTime :: [DateTime]

Instances

Eq DateTimeList
Show DateTimeList
SchemaType DateTimeList

data DayCountFraction Source

The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.

Constructors

DayCountFraction Scheme DayCountFractionAttributes

Instances

Eq DayCountFraction
Show DayCountFraction
SchemaType DayCountFraction
Extension DayCountFraction Scheme

data DayCountFractionAttributes Source

Constructors

DayCountFractionAttributes
Fields dayCountFractAttrib_dayCountFractionScheme :: Maybe AnyURI

Instances

Eq DayCountFractionAttributes
Show DayCountFractionAttributes

data DeterminationMethod Source

Coding scheme that specifies the method according to which an amount or a date is determined.

Constructors

DeterminationMethod Scheme DeterminationMethodAttributes

Instances

Eq DeterminationMethod
Show DeterminationMethod
SchemaType DeterminationMethod
Extension DeterminationMethod Scheme

data DeterminationMethodAttributes Source

Constructors

DeterminationMethodAttributes
Fields determMethodAttrib_determinationMethodScheme :: Maybe AnyURI determMethodAttrib_ID :: Maybe ID

Instances

Eq DeterminationMethodAttributes
Show DeterminationMethodAttributes

data DeterminationMethodReference Source

A reference to the return swap notional determination method.

Constructors

DeterminationMethodReference
Fields determMethodRef_href :: IDREF

Instances

Eq DeterminationMethodReference
Show DeterminationMethodReference
SchemaType DeterminationMethodReference
Extension DeterminationMethodReference Reference

data Documentation Source

An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

Constructors

Documentation

Fields

docum_masterAgreement :: Maybe MasterAgreement

The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

docum_choice1 :: Maybe (OneOf2 MasterConfirmation BrokerConfirmation)

Choice between:

The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
Specifies the deails for a broker confirm.

docum_contractualDefinitions :: [ContractualDefinitions]

The definitions such as those published by ISDA that will define the terms of the trade.

docum_contractualTermsSupplement :: [ContractualTermsSupplement]

A contractual supplement (such as those published by ISDA) that will apply to the trade.

docum_contractualMatrix :: [ContractualMatrix]

A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix.

docum_creditSupportAgreement :: Maybe CreditSupportAgreement

The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.

docum_attachment :: [Resource]

A human readable document related to this transaction, for example a confirmation.

Instances

Eq Documentation
Show Documentation
SchemaType Documentation

data ExternalDocument Source

A for holding information about documents external to the FpML.

Constructors

ExternalDocument

Fields

externDocum_mimeType :: Maybe MimeType

Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.

externDocum_choice1 :: Maybe (OneOf5 XsdString HexBinary Base64Binary AnyURI HTTPAttachmentReference)

Choice between:

Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content.
Provides extra information as binary contents coded in hexadecimal.
Provides extra information as binary contents coded in base64.
Provides extra information as URL that references the information on a web server accessible to the message recipient.
Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.

Instances

Eq ExternalDocument
Show ExternalDocument
SchemaType ExternalDocument

data HTTPAttachmentReference Source

A special type that allows references to HTTP attachments identified with an HTTP Content-ID header, as is done with SOAP with Attachments (http:www.w3.orgTRSOAP-attachments). Unlike with a normal FpML href, the type is not IDREF, as the target is not identified by an XMLid attribute.

Constructors

HTTPAttachmentReference
Fields hTTPAttachRef_href :: XsdString

Instances

Eq HTTPAttachmentReference
Show HTTPAttachmentReference
SchemaType HTTPAttachmentReference
Extension HTTPAttachmentReference Reference

data Empty Source

A special type meant to be used for elements with no content and no attributes.

Constructors

Empty

Instances

Eq Empty
Show Empty
SchemaType Empty

data EntityId Source

A legal entity identifier (e.g. RED entity code).

Constructors

EntityId Scheme EntityIdAttributes

Instances

Eq EntityId
Show EntityId
SchemaType EntityId
Extension EntityId Scheme

data EntityIdAttributes Source

Constructors

EntityIdAttributes
Fields entityIdAttrib_entityIdScheme :: Maybe AnyURI

Instances

Eq EntityIdAttributes
Show EntityIdAttributes

data EntityName Source

The name of the reference entity. A free format string. FpML does not define usage rules for this element.

Constructors

EntityName Scheme EntityNameAttributes

Instances

Eq EntityName
Show EntityName
SchemaType EntityName
Extension EntityName Scheme

data EntityNameAttributes Source

Constructors

EntityNameAttributes
Fields entityNameAttrib_entityNameScheme :: Maybe AnyURI

Instances

Eq EntityNameAttributes
Show EntityNameAttributes

data EuropeanExercise Source

A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

Constructors

EuropeanExercise

Fields

europExerc_ID :: Maybe ID
europExerc_expirationDate :: AdjustableOrRelativeDate: The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
europExerc_relevantUnderlyingDate :: Maybe AdjustableOrRelativeDates: The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
europExerc_earliestExerciseTime :: Maybe BusinessCenterTime: The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
europExerc_expirationTime :: Maybe BusinessCenterTime: The latest time for exercise on expirationDate.
europExerc_partialExercise :: Maybe PartialExercise: As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
europExerc_exerciseFee :: Maybe ExerciseFee: A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.

Instances

Eq EuropeanExercise
Show EuropeanExercise
SchemaType EuropeanExercise
Extension EuropeanExercise Exercise

data ExchangeId Source

A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term Exchange is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Constructors

ExchangeId Scheme ExchangeIdAttributes

Instances

Eq ExchangeId
Show ExchangeId
SchemaType ExchangeId
Extension ExchangeId Scheme

data ExchangeIdAttributes Source

Constructors

ExchangeIdAttributes
Fields exchIdAttrib_exchangeIdScheme :: Maybe AnyURI

Instances

Eq ExchangeIdAttributes
Show ExchangeIdAttributes

data Exercise Source

The abstract base class for all types which define way in which options may be exercised.

data ExerciseFee Source

A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.

Constructors

ExerciseFee

Fields

exerciseFee_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

exerciseFee_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

exerciseFee_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

exerciseFee_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

exerciseFee_notionalReference :: Maybe NotionalReference

A pointer style reference to the associated notional schedule defined elsewhere in the document.

exerciseFee_choice5 :: Maybe (OneOf2 Decimal Decimal)

Choice between:

The amount of fee to be paid on exercise. The fee currency is that of the referenced notional.
A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05.

exerciseFee_feePaymentDate :: Maybe RelativeDateOffset

The date on which exercise fee(s) will be paid. It is specified as a relative date.

Instances

Eq ExerciseFee
Show ExerciseFee
SchemaType ExerciseFee

data ExerciseFeeSchedule Source

A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.

Constructors

ExerciseFeeSchedule

Fields

exercFeeSched_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

exercFeeSched_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

exercFeeSched_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

exercFeeSched_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

exercFeeSched_notionalReference :: Maybe ScheduleReference

A pointer style reference to the associated notional schedule defined elsewhere in the document.

exercFeeSched_choice5 :: Maybe (OneOf2 AmountSchedule Schedule)

Choice between:

The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced.
The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced.

exercFeeSched_feePaymentDate :: Maybe RelativeDateOffset

The date on which exercise fee(s) will be paid. It is specified as a relative date.

Instances

Eq ExerciseFeeSchedule
Show ExerciseFeeSchedule
SchemaType ExerciseFeeSchedule

data ExerciseNotice Source

A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.

Constructors

ExerciseNotice
Fields exercNotice_partyReference :: Maybe PartyReference The party referenced has allocated the trade identifier. exerciseNotice_partyReference :: Maybe PartyReference The party referenced is the party to which notice of exercise should be given by the buyer. exercNotice_businessCenter :: Maybe BusinessCenter

Instances

Eq ExerciseNotice
Show ExerciseNotice
SchemaType ExerciseNotice

data ExerciseProcedure Source

A type describing how notice of exercise should be given. This can be either manual or automatic.

Constructors

ExerciseProcedure

Fields

exercProced_choice0 :: Maybe (OneOf2 ManualExercise AutomaticExercise)

Choice between:

Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.

exercProced_followUpConfirmation :: Maybe Boolean

A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

exercProced_limitedRightToConfirm :: Maybe Boolean

Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode.

exercProced_splitTicket :: Maybe Boolean

Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the Party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.

Instances

Eq ExerciseProcedure
Show ExerciseProcedure
SchemaType ExerciseProcedure

data ExerciseProcedureOption Source

A type describing how notice of exercise should be given. This can be either manual or automatic.

Constructors

ExerciseProcedureOption

Fields

exercProcedOption_choice0 :: OneOf2 Empty Empty

Choice between:

Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.

Instances

Eq ExerciseProcedureOption
Show ExerciseProcedureOption
SchemaType ExerciseProcedureOption

data FloatingRate Source

A type defining a floating rate.

Constructors

FloatingRate

Fields

floatingRate_ID :: Maybe ID
floatingRate_index :: FloatingRateIndex
floatingRate_indexTenor :: Maybe Period: The ISDA Designated Maturity, i.e. the tenor of the floating rate.
floatingRate_multiplierSchedule :: Maybe Schedule: A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
floatingRate_spreadSchedule :: [SpreadSchedule]: The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
floatingRate_rateTreatment :: Maybe RateTreatmentEnum: The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
floatingRate_capRateSchedule :: [StrikeSchedule]: The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
floatingRate_floorRateSchedule :: [StrikeSchedule]: The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

Instances

Eq FloatingRate
Show FloatingRate
SchemaType FloatingRate
Extension FloatingRateCalculation FloatingRate
Extension FloatingRate Rate
Extension InflationRateCalculation FloatingRate

data FloatingRateCalculation Source

A type defining the floating rate and definitions relating to the calculation of floating rate amounts.

Constructors

FloatingRateCalculation

Fields

floatRateCalc_ID :: Maybe ID
floatRateCalc_floatingRateIndex :: FloatingRateIndex
floatRateCalc_indexTenor :: Maybe Period: The ISDA Designated Maturity, i.e. the tenor of the floating rate.
floatRateCalc_floatingRateMultiplierSchedule :: Maybe Schedule: A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
floatRateCalc_spreadSchedule :: [SpreadSchedule]: The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
floatRateCalc_rateTreatment :: Maybe RateTreatmentEnum: The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
floatRateCalc_capRateSchedule :: [StrikeSchedule]: The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
floatRateCalc_floorRateSchedule :: [StrikeSchedule]: The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
floatRateCalc_initialRate :: Maybe Decimal: The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
floatRateCalc_finalRateRounding :: Maybe Rounding: The rounding convention to apply to the final rate used in determination of a calculation period amount.
floatRateCalc_averagingMethod :: Maybe AveragingMethodEnum: If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies.
floatRateCalc_negativeInterestRateTreatment :: Maybe NegativeInterestRateTreatmentEnum: The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

Instances

Eq FloatingRateCalculation
Show FloatingRateCalculation
SchemaType FloatingRateCalculation
Extension FloatingRateCalculation Rate
Extension FloatingRateCalculation FloatingRate
Extension InflationRateCalculation FloatingRateCalculation

data FloatingRateIndex Source

The ISDA Floating Rate Option, i.e. the floating rate index.

Constructors

FloatingRateIndex Scheme FloatingRateIndexAttributes

Instances

Eq FloatingRateIndex
Show FloatingRateIndex
SchemaType FloatingRateIndex
Extension FloatingRateIndex Scheme

data FloatingRateIndexAttributes Source

Constructors

FloatingRateIndexAttributes
Fields floatRateIndexAttrib_floatingRateIndexScheme :: Maybe AnyURI

Instances

Eq FloatingRateIndexAttributes
Show FloatingRateIndexAttributes

data ForecastRateIndex Source

A type defining a rate index.

Constructors

ForecastRateIndex
Fields forecRateIndex_floatingRateIndex :: Maybe FloatingRateIndex The ISDA Floating Rate Option, i.e. the floating rate index. forecRateIndex_indexTenor :: Maybe Period The ISDA Designated Maturity, i.e. the tenor of the floating rate.

Instances

Eq ForecastRateIndex
Show ForecastRateIndex
SchemaType ForecastRateIndex

data Formula Source

A type describing a financial formula, with its description and components.

Constructors

Formula

Fields

formula_description :: Maybe XsdString: Text description of the formula
formula_math :: Maybe Math: An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath)
formula_component :: [FormulaComponent]: Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document

Instances

Eq Formula
Show Formula
SchemaType Formula

data FormulaComponent Source

Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component.

Constructors

FormulaComponent
Fields formulaCompon_name :: Maybe NormalizedString formulaCompon_componentDescription :: Maybe XsdString Text description of the component formulaCompon_formula :: Maybe Formula Additional formulas required to describe this component

Instances

Eq FormulaComponent
Show FormulaComponent
SchemaType FormulaComponent

data Frequency Source

A type defining a time frequency, e.g. one day, three months. Used for specifying payment or calculation frequencies at which the value T (Term) is applicable.

Constructors

Frequency
Fields frequency_ID :: Maybe ID frequency_periodMultiplier :: Maybe PositiveInteger A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1. frequency_period :: Maybe PeriodExtendedEnum A time period, e.g. a day, week, month, year or term of the stream.

Instances

Eq Frequency
Show Frequency
SchemaType Frequency
Extension ResetFrequency Frequency
Extension CalculationPeriodFrequency Frequency
Extension CommodityCalculationPeriodsSchedule Frequency

data FutureValueAmount Source

A type defining a currency amount as at a future value date.

Constructors

FutureValueAmount

Fields

futureValueAmount_ID :: Maybe ID
futureValueAmount_currency :: Currency: The currency in which an amount is denominated.
futureValueAmount_amount :: NonNegativeDecimal: The non negative monetary quantity in currency units.
futureValueAmount_calculationPeriodNumberOfDays :: Maybe PositiveInteger: The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
futureValueAmount_valueDate :: Maybe Date: Adjusted value date of the future value amount.

Instances

Eq FutureValueAmount
Show FutureValueAmount
SchemaType FutureValueAmount
Extension FutureValueAmount NonNegativeMoney
Extension FutureValueAmount MoneyBase

data FxFixing Source

A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.

Constructors

FxFixing

Fields

fxFixing_quotedCurrencyPair :: Maybe QuotedCurrencyPair: Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
fxFixing_fixingDate :: Maybe Date: Describes the specific date when a non-deliverable forward or cash-settled option will fix against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
fxFixing_fxSpotRateSource :: Maybe FxSpotRateSource: Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.

Instances

Eq FxFixing
Show FxFixing
SchemaType FxFixing

data FxCashSettlement Source

A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount.

Constructors

FxCashSettlement

Fields

fxCashSettl_settlementCurrency :: Maybe Currency: The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
fxCashSettl_fixing :: [FxFixing]: Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).

Instances

Eq FxCashSettlement
Show FxCashSettlement
SchemaType FxCashSettlement

data FxRate Source

A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.

Constructors

FxRate
Fields fxRate_quotedCurrencyPair :: Maybe QuotedCurrencyPair Defines the two currencies for an FX trade and the quotation relationship between the two currencies. fxRate_rate :: Maybe Decimal The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.

Instances

Eq FxRate
Show FxRate
SchemaType FxRate

data FxSpotRateSource Source

A type defining the source and time for an fx rate.

Constructors

FxSpotRateSource

Fields

fxSpotRateSource_primaryRateSource :: Maybe InformationSource: The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
fxSpotRateSource_secondaryRateSource :: Maybe InformationSource: An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
fxSpotRateSource_fixingTime :: Maybe BusinessCenterTime: The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.

Instances

Eq FxSpotRateSource
Show FxSpotRateSource
SchemaType FxSpotRateSource

data GenericAgreement Source

An entity for defining a generic agreement executed between two parties for any purpose.

Constructors

GenericAgreement

Fields

genericAgreem_type :: Maybe AgreementType: The type of agreement executed between the parties.
genericAgreem_version :: Maybe AgreementVersion: The version of the agreement.
genericAgreem_date :: Maybe Date: The date on which the agreement was signed.
genericAgreem_amendmentDate :: [Date]: A date on which the agreement was amended.
genericAgreem_governingLaw :: Maybe GoverningLaw: Identification of the law governing the agreement.

Instances

Eq GenericAgreement
Show GenericAgreement
SchemaType GenericAgreement

data GoverningLaw Source

Identification of the law governing the transaction.

Constructors

GoverningLaw Scheme GoverningLawAttributes

Instances

Eq GoverningLaw
Show GoverningLaw
SchemaType GoverningLaw
Extension GoverningLaw Scheme

data GoverningLawAttributes Source

Constructors

GoverningLawAttributes
Fields governLawAttrib_governingLawScheme :: Maybe AnyURI

Instances

Eq GoverningLawAttributes
Show GoverningLawAttributes

data GrossCashflow Source

A payment component owed from one party to the other for the cash flow date. This payment component should by of only a single type, e.g. a fee or a cashflow from a cashflow stream.

Constructors

GrossCashflow

Fields

grossCashfl_cashflowId :: Maybe CashflowId: Unique identifier for a cash flow.
grossCashfl_partyTradeIdentifierReference :: Maybe PartyTradeIdentifierReference: Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
grossCashfl_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
grossCashfl_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
grossCashfl_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
grossCashfl_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
grossCashfl_cashflowAmount :: Maybe Money: Cash flow amount in a given currency to be paid/received.
grossCashfl_cashflowType :: Maybe CashflowType: Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee.

Instances

Eq GrossCashflow
Show GrossCashflow
SchemaType GrossCashflow

data IdentifiedCurrency Source

Specifies Currency with ID attribute.

Constructors

IdentifiedCurrency Currency IdentifiedCurrencyAttributes

Instances

Eq IdentifiedCurrency
Show IdentifiedCurrency
SchemaType IdentifiedCurrency
Extension IdentifiedCurrency Currency

data IdentifiedCurrencyAttributes Source

Constructors

IdentifiedCurrencyAttributes
Fields identCurrenAttrib_ID :: Maybe ID

Instances

Eq IdentifiedCurrencyAttributes
Show IdentifiedCurrencyAttributes

data IdentifiedCurrencyReference Source

Reference to a currency with ID attribute

Constructors

IdentifiedCurrencyReference
Fields identCurrenRef_href :: IDREF

Instances

Eq IdentifiedCurrencyReference
Show IdentifiedCurrencyReference
SchemaType IdentifiedCurrencyReference
Extension IdentifiedCurrencyReference Reference

data IdentifiedDate Source

A date which can be referenced elsewhere.

Constructors

IdentifiedDate Date IdentifiedDateAttributes

Instances

Eq IdentifiedDate
Show IdentifiedDate
SchemaType IdentifiedDate
Extension IdentifiedDate Date

data IdentifiedDateAttributes Source

Constructors

IdentifiedDateAttributes
Fields identDateAttrib_ID :: Maybe ID

Instances

Eq IdentifiedDateAttributes
Show IdentifiedDateAttributes

data IdentifiedPayerReceiver Source

A type extending the PayerReceiverEnum type wih an id attribute.

Constructors

IdentifiedPayerReceiver PayerReceiverEnum IdentifiedPayerReceiverAttributes

Instances

Eq IdentifiedPayerReceiver
Show IdentifiedPayerReceiver
SchemaType IdentifiedPayerReceiver
Extension IdentifiedPayerReceiver PayerReceiverEnum

data IdentifiedPayerReceiverAttributes Source

Constructors

IdentifiedPayerReceiverAttributes
Fields identPayerReceivAttrib_ID :: Maybe ID

Instances

Eq IdentifiedPayerReceiverAttributes
Show IdentifiedPayerReceiverAttributes

data IndustryClassification Source

A party's industry sector classification.

Constructors

IndustryClassification Scheme IndustryClassificationAttributes

Instances

Eq IndustryClassification
Show IndustryClassification
SchemaType IndustryClassification
Extension IndustryClassification Scheme

data IndustryClassificationAttributes Source

Constructors

IndustryClassificationAttributes
Fields industClassAttrib_industryClassificationScheme :: Maybe AnyURI

Instances

Eq IndustryClassificationAttributes
Show IndustryClassificationAttributes

data InformationProvider Source

Constructors

InformationProvider Scheme InformationProviderAttributes

Instances

Eq InformationProvider
Show InformationProvider
SchemaType InformationProvider
Extension InformationProvider Scheme

data InformationProviderAttributes Source

Constructors

InformationProviderAttributes
Fields infoProvidAttrib_informationProviderScheme :: Maybe AnyURI

Instances

Eq InformationProviderAttributes
Show InformationProviderAttributes

data InformationSource Source

A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).

Constructors

InformationSource
Fields infoSource_rateSource :: Maybe InformationProvider An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc. infoSource_rateSourcePage :: Maybe RateSourcePage A specific page for the rate source for obtaining a market rate. infoSource_rateSourcePageHeading :: Maybe XsdString The heading for the rate source on a given rate source page.

Instances

Eq InformationSource
Show InformationSource
SchemaType InformationSource

data InstrumentId Source

A short form unique identifier for a security.

Constructors

InstrumentId Scheme InstrumentIdAttributes

Instances

Eq InstrumentId
Show InstrumentId
SchemaType InstrumentId
Extension InstrumentId Scheme

data InstrumentIdAttributes Source

Constructors

InstrumentIdAttributes
Fields instrIdAttrib_instrumentIdScheme :: AnyURI

Instances

Eq InstrumentIdAttributes
Show InstrumentIdAttributes

data InterestAccrualsCompoundingMethod Source

A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.

Constructors

InterestAccrualsCompoundingMethod

Fields

interAccruCompoMethod_choice0 :: OneOf2 FloatingRateCalculation Decimal

Choice between:

The floating rate calculation definitions
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

interAccruCompoMethod_compoundingMethod :: Maybe CompoundingMethodEnum

If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.

Instances

Eq InterestAccrualsCompoundingMethod
Show InterestAccrualsCompoundingMethod
SchemaType InterestAccrualsCompoundingMethod
Extension InterestAccrualsCompoundingMethod InterestAccrualsMethod

data InterestAccrualsMethod Source

A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.

Constructors

InterestAccrualsMethod
Fields interAccruMethod_choice0 :: OneOf2 FloatingRateCalculation Decimal Choice between: The floating rate calculation definitions The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.

Instances

Eq InterestAccrualsMethod
Show InterestAccrualsMethod
SchemaType InterestAccrualsMethod
Extension InterestAccrualsCompoundingMethod InterestAccrualsMethod
Extension InterestCalculation InterestAccrualsMethod

data IntermediaryInformation Source

A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.

Constructors

IntermediaryInformation

Fields

intermInfo_choice0 :: Maybe (OneOf3 RoutingIds RoutingExplicitDetails RoutingIdsAndExplicitDetails)

Choice between:

A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.

intermInfo_intermediarySequenceNumber :: Maybe PositiveInteger

A sequence number that gives the position of the current intermediary in the chain of payment intermediaries. The assumed domain value set is an ascending sequence of integers starting from 1.

intermInfo_intermediaryPartyReference :: Maybe PartyReference

Reference to the party acting as intermediary.

Instances

Eq IntermediaryInformation
Show IntermediaryInformation
SchemaType IntermediaryInformation

data InterpolationMethod Source

The type of interpolation used.

Constructors

InterpolationMethod Scheme InterpolationMethodAttributes

Instances

Eq InterpolationMethod
Show InterpolationMethod
SchemaType InterpolationMethod
Extension InterpolationMethod Scheme

data InterpolationMethodAttributes Source

Constructors

InterpolationMethodAttributes
Fields interpMethodAttrib_interpolationMethodScheme :: Maybe AnyURI

Instances

Eq InterpolationMethodAttributes
Show InterpolationMethodAttributes

data Language Source

The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.

Constructors

Language Scheme LanguageAttributes

Instances

Eq Language
Show Language
SchemaType Language
Extension Language Scheme

data LanguageAttributes Source

Constructors

LanguageAttributes
Fields languAttrib_languageScheme :: Maybe AnyURI

Instances

Eq LanguageAttributes
Show LanguageAttributes

data Leg Source

A supertype of leg. All swap legs extend this type.

Constructors

Leg_InterestRateStream InterestRateStream
Leg_FxSwapLeg FxSwapLeg
Leg_DirectionalLeg DirectionalLeg
Leg_CommoditySwapLeg CommoditySwapLeg
Leg_CommodityForwardLeg CommodityForwardLeg
Leg_FeeLeg FeeLeg

data LegalEntity Source

A type defining a legal entity.

Constructors

LegalEntity
Fields legalEntity_ID :: Maybe ID legalEntity_choice0 :: Maybe (OneOf1 (Maybe EntityName, [EntityId])) Choice between: Sequence of: The name of the reference entity. A free format string. FpML does not define usage rules for this element. A legal entity identifier (e.g. RED entity code).

Instances

Eq LegalEntity
Show LegalEntity
SchemaType LegalEntity

data LegalEntityReference Source

References a credit entity defined elsewhere in the document.

Constructors

LegalEntityReference
Fields legalEntityRef_href :: IDREF

Instances

Eq LegalEntityReference
Show LegalEntityReference
SchemaType LegalEntityReference
Extension LegalEntityReference Reference

data MainPublication Source

A type to define the main publication source.

Constructors

MainPublication Scheme MainPublicationAttributes

Instances

Eq MainPublication
Show MainPublication
SchemaType MainPublication
Extension MainPublication Scheme

data MainPublicationAttributes Source

Constructors

MainPublicationAttributes
Fields mainPublicAttrib_mainPublicationScheme :: Maybe AnyURI

Instances

Eq MainPublicationAttributes
Show MainPublicationAttributes

data ManualExercise Source

A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

Constructors

ManualExercise

Fields

manualExerc_exerciseNotice :: Maybe ExerciseNotice: Definition of the party to whom notice of exercise should be given.
manualExerc_fallbackExercise :: Maybe Boolean: If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.

Instances

Eq ManualExercise
Show ManualExercise
SchemaType ManualExercise

data MasterAgreement Source

An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

Constructors

MasterAgreement
Fields masterAgreement_type :: Maybe MasterAgreementType The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties. masterAgreement_version :: Maybe MasterAgreementVersion The version of the master agreement. masterAgreement_date :: Maybe Date The date on which the master agreement was signed.

Instances

Eq MasterAgreement
Show MasterAgreement
SchemaType MasterAgreement

data MasterAgreementType Source

Constructors

MasterAgreementType Scheme MasterAgreementTypeAttributes

Instances

Eq MasterAgreementType
Show MasterAgreementType
SchemaType MasterAgreementType
Extension MasterAgreementType Scheme

data MasterAgreementTypeAttributes Source

Constructors

MasterAgreementTypeAttributes
Fields masterAgreemTypeAttrib_masterAgreementTypeScheme :: Maybe AnyURI

Instances

Eq MasterAgreementTypeAttributes
Show MasterAgreementTypeAttributes

data MasterAgreementVersion Source

Constructors

MasterAgreementVersion Scheme MasterAgreementVersionAttributes

Instances

Eq MasterAgreementVersion
Show MasterAgreementVersion
SchemaType MasterAgreementVersion
Extension MasterAgreementVersion Scheme

data MasterAgreementVersionAttributes Source

Constructors

MasterAgreementVersionAttributes
Fields masterAgreemVersionAttrib_masterAgreementVersionScheme :: Maybe AnyURI

Instances

Eq MasterAgreementVersionAttributes
Show MasterAgreementVersionAttributes

data MasterConfirmation Source

An entity for defining the master confirmation agreement executed between the parties.

Constructors

MasterConfirmation

Fields

masterConfirmation_type :: Maybe MasterConfirmationType: The type of master confirmation executed between the parties.
masterConfirmation_date :: Maybe Date: The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
masterConfirmation_annexDate :: Maybe Date: The date that an annex to the master confirmation was executed between the parties.
masterConfirmation_annexType :: Maybe MasterConfirmationAnnexType: The type of master confirmation annex executed between the parties.

Instances

Eq MasterConfirmation
Show MasterConfirmation
SchemaType MasterConfirmation

data MasterConfirmationAnnexType Source

Constructors

MasterConfirmationAnnexType Scheme MasterConfirmationAnnexTypeAttributes

Instances

Eq MasterConfirmationAnnexType
Show MasterConfirmationAnnexType
SchemaType MasterConfirmationAnnexType
Extension MasterConfirmationAnnexType Scheme

data MasterConfirmationAnnexTypeAttributes Source

Constructors

MasterConfirmationAnnexTypeAttributes
Fields mcata_masterConfirmationAnnexTypeScheme :: Maybe AnyURI

Instances

Eq MasterConfirmationAnnexTypeAttributes
Show MasterConfirmationAnnexTypeAttributes

data MasterConfirmationType Source

Constructors

MasterConfirmationType Scheme MasterConfirmationTypeAttributes

Instances

Eq MasterConfirmationType
Show MasterConfirmationType
SchemaType MasterConfirmationType
Extension MasterConfirmationType Scheme

data MasterConfirmationTypeAttributes Source

Constructors

MasterConfirmationTypeAttributes
Fields masterConfirTypeAttrib_masterConfirmationTypeScheme :: Maybe AnyURI

Instances

Eq MasterConfirmationTypeAttributes
Show MasterConfirmationTypeAttributes

data MatchId Source

An identifier used to identify matched cashflows.

Constructors

MatchId Scheme MatchIdAttributes

Instances

Eq MatchId
Show MatchId
SchemaType MatchId
Extension MatchId Scheme

data MatchIdAttributes Source

Constructors

MatchIdAttributes
Fields matchIdAttrib_matchIdScheme :: Maybe AnyURI

Instances

Eq MatchIdAttributes
Show MatchIdAttributes

data Math Source

A type defining a mathematical expression.

Constructors

Math
Fields math_text0 :: String math_any1 :: [AnyElement] math_text2 :: String

Instances

Eq Math
Show Math
SchemaType Math

data MatrixType Source

Constructors

MatrixType Scheme MatrixTypeAttributes

Instances

Eq MatrixType
Show MatrixType
SchemaType MatrixType
Extension MatrixType Scheme

data MatrixTypeAttributes Source

Constructors

MatrixTypeAttributes
Fields matrixTypeAttrib_matrixTypeScheme :: Maybe AnyURI

Instances

Eq MatrixTypeAttributes
Show MatrixTypeAttributes

data MatrixTerm Source

Constructors

MatrixTerm Scheme MatrixTermAttributes

Instances

Eq MatrixTerm
Show MatrixTerm
SchemaType MatrixTerm
Extension MatrixTerm Scheme

data MatrixTermAttributes Source

Constructors

MatrixTermAttributes
Fields matrixTermAttrib_matrixTermScheme :: Maybe AnyURI

Instances

Eq MatrixTermAttributes
Show MatrixTermAttributes

data MimeType Source

The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.

Constructors

MimeType Scheme MimeTypeAttributes

Instances

Eq MimeType
Show MimeType
SchemaType MimeType
Extension MimeType Scheme

data MimeTypeAttributes Source

Constructors

MimeTypeAttributes
Fields mimeTypeAttrib_mimeTypeScheme :: Maybe AnyURI

Instances

Eq MimeTypeAttributes
Show MimeTypeAttributes

data Money Source

A type defining a currency amount.

Constructors

Money
Fields money_ID :: Maybe ID money_currency :: Currency The currency in which an amount is denominated. money_amount :: Decimal The monetary quantity in currency units.

Instances

Eq Money
Show Money
SchemaType Money
Extension Money MoneyBase
Extension CalculationAmount Money
Extension CommoditySpread Money

data MoneyBase Source

Abstract base class for all money types.

Constructors

MoneyBase_PositiveMoney PositiveMoney
MoneyBase_NonNegativeMoney NonNegativeMoney
MoneyBase_Money Money

data MultipleExercise Source

A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.

Constructors

MultipleExercise

Fields

multiExerc_notionalReference :: [NotionalReference]

A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.

multiExerc_integralMultipleAmount :: Maybe Decimal

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

multiExerc_choice2 :: Maybe (OneOf2 Decimal NonNegativeInteger)

Choice between:

The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
The minimum number of options that can be exercised on a given exercise date.

multiExerc_choice3 :: Maybe (OneOf2 Decimal NonNegativeDecimal)

Choice between:

The maximum notional amount that can be exercised on a given exercise date.
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.

Instances

Eq MultipleExercise
Show MultipleExercise
SchemaType MultipleExercise

data NonNegativeAmountSchedule Source

A type defining a currency amount or a currency amount schedule.

Constructors

NonNegativeAmountSchedule

Fields

nonNegatAmountSched_ID :: Maybe ID
nonNegatAmountSched_initialValue :: NonNegativeDecimal: The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
nonNegatAmountSched_step :: [NonNegativeStep]: The schedule of step date and non-negative value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
nonNegatAmountSched_currency :: Maybe Currency: The currency in which an amount is denominated.

Instances

Eq NonNegativeAmountSchedule
Show NonNegativeAmountSchedule
SchemaType NonNegativeAmountSchedule
Extension NonNegativeAmountSchedule NonNegativeSchedule

data NonNegativeMoney Source

A type defining a non negative money amount.

Constructors

NonNegativeMoney
Fields nonNegatMoney_ID :: Maybe ID nonNegatMoney_currency :: Currency The currency in which an amount is denominated. nonNegatMoney_amount :: NonNegativeDecimal The non negative monetary quantity in currency units.

Instances

Eq NonNegativeMoney
Show NonNegativeMoney
SchemaType NonNegativeMoney
Extension NotionalAmount NonNegativeMoney
Extension NonNegativeMoney MoneyBase
Extension FutureValueAmount NonNegativeMoney
Extension FxOptionPayout NonNegativeMoney

data NonNegativePayment Source

A complex type to specify non negative payments.

Constructors

NonNegativePayment

Fields

nonNegatPayment_ID :: Maybe ID
nonNegatPayment_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
nonNegatPayment_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
nonNegatPayment_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
nonNegatPayment_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
nonNegatPayment_paymentDate :: Maybe AdjustableOrRelativeDate: The payment date, which can be expressed as either an adjustable or relative date.
nonNegatPayment_paymentAmount :: Maybe NonNegativeMoney: Non negative payment amount.

data NonNegativeSchedule Source

A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.

Constructors

NonNegativeSchedule

Fields

nonNegatSched_ID :: Maybe ID
nonNegatSched_initialValue :: NonNegativeDecimal: The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
nonNegatSched_step :: [NonNegativeStep]: The schedule of step date and non-negative value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.

Instances

Eq NonNegativeSchedule
Show NonNegativeSchedule
SchemaType NonNegativeSchedule
Extension NonNegativeAmountSchedule NonNegativeSchedule

data NonNegativeStep Source

A type defining a step date and non-negative step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

Constructors

NonNegativeStep
Fields nonNegatStep_ID :: Maybe ID nonNegatStep_stepDate :: Maybe Date The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention. nonNegatStep_stepValue :: Maybe NonNegativeDecimal The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.

Instances

Eq NonNegativeStep
Show NonNegativeStep
SchemaType NonNegativeStep
Extension NonNegativeStep StepBase

data NotionalAmount Source

A complex type to specify the notional amount.

Constructors

NotionalAmount
Fields notionAmount_ID :: Maybe ID notionAmount_currency :: Currency The currency in which an amount is denominated. notionAmount_amount :: NonNegativeDecimal The non negative monetary quantity in currency units.

Instances

Eq NotionalAmount
Show NotionalAmount
SchemaType NotionalAmount
Extension NotionalAmount NonNegativeMoney
Extension NotionalAmount MoneyBase

data NotionalAmountReference Source

A reference to the notional amount.

Constructors

NotionalAmountReference
Fields notionAmountRef_href :: IDREF

Instances

Eq NotionalAmountReference
Show NotionalAmountReference
SchemaType NotionalAmountReference
Extension NotionalAmountReference Reference

data NotionalReference Source

A reference to the notional amount.

Constructors

NotionalReference
Fields notionRef_href :: IDREF

Instances

Eq NotionalReference
Show NotionalReference
SchemaType NotionalReference
Extension NotionalReference Reference

data Offset Source

A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets.

Constructors

Offset

Fields

offset_ID :: Maybe ID
offset_periodMultiplier :: Integer: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
offset_period :: PeriodEnum: A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
offset_dayType :: Maybe DayTypeEnum: In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.

data OffsetPrevailingTime Source

Allows the specification of a time that may be on a day prior or subsequent to the day in question. This type is intended for use with a day of the week (i.e. where no actual date is specified) as part of, for example, a period that runs from 23:00-07:00 on a series of days and where holidays on the actual days would affect the entire time period.

Constructors

OffsetPrevailingTime
Fields offsetPrevaTime_time :: Maybe PrevailingTime offsetPrevaTime_offset :: Maybe Offset Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).

Instances

Eq OffsetPrevailingTime
Show OffsetPrevailingTime
SchemaType OffsetPrevailingTime

data OnBehalfOf Source

Constructors

OnBehalfOf
Fields onBehalfOf_partyReference :: Maybe PartyReference The party for which the message reciever should work. onBehalfOf_accountReference :: [AccountReference] Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.

Instances

Eq OnBehalfOf
Show OnBehalfOf
SchemaType OnBehalfOf

data OriginatingEvent Source

Constructors

OriginatingEvent Scheme OriginatingEventAttributes

Instances

Eq OriginatingEvent
Show OriginatingEvent
SchemaType OriginatingEvent
Extension OriginatingEvent Scheme

data OriginatingEventAttributes Source

Constructors

OriginatingEventAttributes
Fields originEventAttrib_originatingEventScheme :: Maybe AnyURI

Instances

Eq OriginatingEventAttributes
Show OriginatingEventAttributes

data PartialExercise Source

A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.

Constructors

PartialExercise

Fields

partialExerc_notionalReference :: [NotionalReference]

A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.

partialExerc_integralMultipleAmount :: Maybe Decimal

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

partialExerc_choice2 :: Maybe (OneOf2 Decimal NonNegativeInteger)

Choice between:

The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
The minimum number of options that can be exercised on a given exercise date.

Instances

Eq PartialExercise
Show PartialExercise
SchemaType PartialExercise

data Party Source

Constructors

Party

Fields

party_ID :: ID: The id uniquely identifying the Party within the document.
party_id :: [PartyId]: A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
party_name :: Maybe PartyName: The legal name of the organization. A free format string. FpML does not define usage rules for this element.
party_classification :: [IndustryClassification]: The party's industry sector classification.
party_creditRating :: [CreditRating]: The party's credit rating.
party_country :: Maybe CountryCode: The country where the party is domiciled.
party_jurisdiction :: [GoverningLaw]: The legal jurisdiction of the entity's registration.
party_organizationType :: Maybe OrganizationType: The country where the party is domiciled.
party_contactInfo :: Maybe ContactInformation: Information on how to contact the party using various means.
party_businessUnit :: [BusinessUnit]: Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
party_person :: [Person]: Optional information about people involved in a transaction or busines process. (These are eomployees of the party).

Instances

Eq Party
Show Party
SchemaType Party

data PartyId Source

The data type used for party identifiers.

Constructors

PartyId Scheme PartyIdAttributes

Instances

Eq PartyId
Show PartyId
SchemaType PartyId
Extension PartyId Scheme

data PartyIdAttributes Source

Constructors

PartyIdAttributes
Fields partyIdAttrib_partyIdScheme :: Maybe AnyURI

Instances

Eq PartyIdAttributes
Show PartyIdAttributes

data PartyName Source

The data type used for the legal name of an organization.

Constructors

PartyName Scheme PartyNameAttributes

Instances

Eq PartyName
Show PartyName
SchemaType PartyName
Extension PartyName Scheme

data PartyNameAttributes Source

Constructors

PartyNameAttributes
Fields partyNameAttrib_partyNameScheme :: Maybe AnyURI

Instances

Eq PartyNameAttributes
Show PartyNameAttributes

data PartyReference Source

Reference to a party.

Constructors

PartyReference
Fields partyRef_href :: IDREF

Instances

Eq PartyReference
Show PartyReference
SchemaType PartyReference
Extension PartyReference Reference

data PartyRelationship Source

Constructors

PartyRelationship

Fields

partyRelat_partyReference :: PartyReference: Reference to a party.
partyRelat_accountReference :: Maybe AccountReference: Reference to an account.
partyRelat_role :: Maybe PartyRole: The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is Guarantor, the related party acts as a guarantor for the base party.
partyRelat_type :: Maybe PartyRoleType: Additional definition refining the type of relationship. For example, if the role is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.
partyRelat_effectiveDate :: Maybe Date: The date on which the relationship begins or began.
partyRelat_terminationDate :: Maybe Date: The date on which the relationship ends or ended.
partyRelat_documentation :: Maybe PartyRelationshipDocumentation: Describes the agreements that define the party relationship.

Instances

Eq PartyRelationship
Show PartyRelationship
SchemaType PartyRelationship

data PartyRelationshipDocumentation Source

A description of the legal agreement(s) and definitions that document a party's relationships with other parties

Constructors

PartyRelationshipDocumentation

Fields

partyRelatDocum_choice0 :: [OneOf3 MasterAgreement CreditSupportAgreement GenericAgreement]

Choice between:

A agreement executed between two parties that includes or references the related party.
An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
An agrement that references the related party.

Instances

Eq PartyRelationshipDocumentation
Show PartyRelationshipDocumentation
SchemaType PartyRelationshipDocumentation

data PartyRole Source

A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.

Constructors

PartyRole Scheme PartyRoleAttributes

Instances

Eq PartyRole
Show PartyRole
SchemaType PartyRole
Extension PartyRole Scheme

data PartyRoleAttributes Source

Constructors

PartyRoleAttributes
Fields partyRoleAttrib_partyRoleScheme :: Maybe AnyURI

Instances

Eq PartyRoleAttributes
Show PartyRoleAttributes

data PartyRoleType Source

A type refining the role a role played by a party in one or more transactions. Examples include AllPositions and SomePositions for Guarantor. This can be extended to provide custom types.

Constructors

PartyRoleType Scheme PartyRoleTypeAttributes

Instances

Eq PartyRoleType
Show PartyRoleType
SchemaType PartyRoleType
Extension PartyRoleType Scheme

data PartyRoleTypeAttributes Source

Constructors

PartyRoleTypeAttributes
Fields partyRoleTypeAttrib_partyRoleTypeScheme :: Maybe AnyURI

Instances

Eq PartyRoleTypeAttributes
Show PartyRoleTypeAttributes

data BusinessUnitReference Source

Reference to an organizational unit.

Constructors

BusinessUnitReference
Fields busUnitRef_href :: IDREF

Instances

Eq BusinessUnitReference
Show BusinessUnitReference
SchemaType BusinessUnitReference
Extension BusinessUnitReference Reference

data PersonReference Source

Reference to an individual.

Constructors

PersonReference
Fields personRef_href :: IDREF

Instances

Eq PersonReference
Show PersonReference
SchemaType PersonReference
Extension PersonReference Reference

data PartyTradeIdentifierReference Source

A reference to a partyTradeIdentifier object.

Constructors

PartyTradeIdentifierReference
Fields partyTradeIdentRef_href :: IDREF

Instances

Eq PartyTradeIdentifierReference
Show PartyTradeIdentifierReference
SchemaType PartyTradeIdentifierReference
Extension PartyTradeIdentifierReference Reference

data Payment Source

A type for defining payments

Constructors

Payment

Fields

payment_ID :: Maybe ID
payment_href :: Maybe IDREF: Can be used to reference the yield curve used to estimate the discount factor
payment_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
payment_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
payment_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
payment_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
payment_amount :: NonNegativeMoney: The currency amount of the payment.
payment_date :: Maybe AdjustableOrAdjustedDate: The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
payment_type :: Maybe PaymentType: A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
payment_settlementInformation :: Maybe SettlementInformation: The information required to settle a currency payment that results from a trade.
payment_discountFactor :: Maybe Decimal: The value representing the discount factor used to calculate the present value of the cash flow.
payment_presentValueAmount :: Maybe Money: The amount representing the present value of the forecast payment.

Instances

Eq Payment
Show Payment
SchemaType Payment
Extension Payment PaymentBase

data PaymentBase Source

An abstract base class for payment types.

Instances

Eq PaymentBase
Show PaymentBase
SchemaType PaymentBase
Extension SimplePayment PaymentBase
Extension PositivePayment PaymentBase
Extension PaymentBaseExtended PaymentBase
Extension Payment PaymentBase
Extension NonNegativePayment PaymentBase
Extension PendingPayment PaymentBase
Extension Premium PaymentBase
Extension FeaturePayment PaymentBase
Extension ClassifiedPayment PaymentBase
Extension SinglePayment PaymentBase
Extension PeriodicPayment PaymentBase
Extension InitialPayment PaymentBase
Extension CommodityPremium PaymentBase
Extension ReturnSwapAdditionalPayment PaymentBase
Extension EquityPremium PaymentBase
Extension PrePayment PaymentBase
Extension FixedPaymentAmount PaymentBase
Extension FxOptionPremium PaymentBase
Extension PaymentDetail PaymentBase
Extension PaymentCalculationPeriod PaymentBase

data PaymentDetails Source

Details on the referenced payment. e.g. Its cashflow components, settlement details.

Constructors

PaymentDetails
Fields paymentDetails_paymentReference :: Maybe PaymentReference The reference to the identified payment strucutre. paymentDetails_grossCashflow :: [GrossCashflow] Payment details of this cash flow component, including currency, amount and payer/payee. paymentDetails_settlementInformation :: Maybe SettlementInformation The information required to settle a currency payment.

Instances

Eq PaymentDetails
Show PaymentDetails
SchemaType PaymentDetails

data PaymentId Source

An identifier used to identify a matchable payment.

Constructors

PaymentId Scheme PaymentIdAttributes

Instances

Eq PaymentId
Show PaymentId
SchemaType PaymentId
Extension PaymentId Scheme

data PaymentIdAttributes Source

Constructors

PaymentIdAttributes
Fields paymentIdAttrib_paymentIdScheme :: Maybe AnyURI

Instances

Eq PaymentIdAttributes
Show PaymentIdAttributes

data PaymentReference Source

Reference to a payment.

Constructors

PaymentReference
Fields paymentRef_href :: IDREF

Instances

Eq PaymentReference
Show PaymentReference
SchemaType PaymentReference
Extension PaymentReference Reference

data PaymentType Source

Constructors

PaymentType Scheme PaymentTypeAttributes

Instances

Eq PaymentType
Show PaymentType
SchemaType PaymentType
Extension PaymentType Scheme

data PaymentTypeAttributes Source

Constructors

PaymentTypeAttributes
Fields paymentTypeAttrib_paymentTypeScheme :: Maybe AnyURI

Instances

Eq PaymentTypeAttributes
Show PaymentTypeAttributes

data Period Source

A type to define recurring periods or time offsets.

Constructors

Period
Fields period_ID :: Maybe ID period_multiplier :: Integer A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. period :: PeriodEnum A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

data PeriodicDates Source

Constructors

PeriodicDates

Fields

periodDates_calculationStartDate :: Maybe AdjustableOrRelativeDate
periodDates_calculationEndDate :: Maybe AdjustableOrRelativeDate
periodDates_calculationPeriodFrequency :: Maybe CalculationPeriodFrequency: The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
periodDates_calculationPeriodDatesAdjustments :: Maybe BusinessDayAdjustments: The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.

Instances

Eq PeriodicDates
Show PeriodicDates
SchemaType PeriodicDates

data PositiveAmountSchedule Source

A type defining a currency amount or a currency amount schedule.

Constructors

PositiveAmountSchedule

Fields

positAmountSched_ID :: Maybe ID
positAmountSched_initialValue :: PositiveDecimal: The strictly-positive initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
positAmountSched_step :: [PositiveStep]: The schedule of step date and strictly-positive value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
positAmountSched_currency :: Maybe Currency: The currency in which an amount is denominated.

Instances

Eq PositiveAmountSchedule
Show PositiveAmountSchedule
SchemaType PositiveAmountSchedule
Extension PositiveAmountSchedule PositiveSchedule

data PositiveMoney Source

A type defining a positive money amount

Constructors

PositiveMoney
Fields positMoney_ID :: Maybe ID positMoney_currency :: Currency The currency in which an amount is denominated. positMoney_amount :: Maybe PositiveDecimal The positive monetary quantity in currency units.

Instances

Eq PositiveMoney
Show PositiveMoney
SchemaType PositiveMoney
Extension PositiveMoney MoneyBase

data PositivePayment Source

A complex type to specify positive payments.

Constructors

PositivePayment

Fields

positPayment_ID :: Maybe ID
positPayment_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
positPayment_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
positPayment_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
positPayment_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
positPayment_paymentDate :: Maybe AdjustableOrRelativeDate: The payment date, which can be expressed as either an adjustable or relative date.
positPayment_paymentAmount :: Maybe PositiveMoney: Positive payment amount.

Instances

Eq PositivePayment
Show PositivePayment
SchemaType PositivePayment
Extension PositivePayment PaymentBaseExtended
Extension PositivePayment PaymentBase

data PositiveSchedule Source

A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.

Constructors

PositiveSchedule

Fields

positSched_ID :: Maybe ID
positSched_initialValue :: PositiveDecimal: The strictly-positive initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
positSched_step :: [PositiveStep]: The schedule of step date and strictly-positive value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.

Instances

Eq PositiveSchedule
Show PositiveSchedule
SchemaType PositiveSchedule
Extension PositiveAmountSchedule PositiveSchedule

data PositiveStep Source

A type defining a step date and strictly-positive step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

Constructors

PositiveStep
Fields positiveStep_ID :: Maybe ID positiveStep_stepDate :: Maybe Date The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention. positiveStep_stepValue :: Maybe PositiveDecimal The strictly positive rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.

Instances

Eq PositiveStep
Show PositiveStep
SchemaType PositiveStep
Extension PositiveStep StepBase

data PrevailingTime Source

A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA. This type should be used where a wider range of locations than those available as business centres is required.

Constructors

PrevailingTime

Fields

prevaTime_hourMinuteTime :: Maybe HourMinuteTime: A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
prevaTime_location :: Maybe TimezoneLocation: The geographic location to which the hourMinuteTime applies. The time takes into account any current day light saving changes or other adjustments i.e. it is the prevaling time at the location.

Instances

Eq PrevailingTime
Show PrevailingTime
SchemaType PrevailingTime

data PricingStructure Source

An abstract pricing structure base type. Used as a base for structures such as yield curves and volatility matrices.

Constructors

PricingStructure_YieldCurve YieldCurve
PricingStructure_VolatilityRepresentation VolatilityRepresentation
PricingStructure_FxCurve FxCurve
PricingStructure_CreditCurve CreditCurve

Instances

Eq PricingStructure
Show PricingStructure
SchemaType PricingStructure
Extension YieldCurve PricingStructure
Extension VolatilityRepresentation PricingStructure
Extension FxCurve PricingStructure
Extension CreditCurve PricingStructure

data PricingStructureReference Source

Reference to a pricing structure or any derived components (i.e. yield curve).

Constructors

PricingStructureReference
Fields pricingStructRef_href :: IDREF

Instances

Eq PricingStructureReference
Show PricingStructureReference
SchemaType PricingStructureReference
Extension PricingStructureReference Reference

data PrincipalExchanges Source

A type defining which principal exchanges occur for the stream.

Constructors

PrincipalExchanges

Fields

princExchan_ID :: Maybe ID
princExchan_initialExchange :: Maybe Boolean: A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
princExchan_finalExchange :: Maybe Boolean: A true/false flag to indicate whether there is a final exchange of principal on the termination date.
princExchan_intermediateExchange :: Maybe Boolean: A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.

Instances

Eq PrincipalExchanges
Show PrincipalExchanges
SchemaType PrincipalExchanges

data Product Source

The base type which all FpML products extend.

Constructors

Product_StandardProduct StandardProduct
Product_Option Option
Product_Swaption Swaption
Product_Swap Swap
Product_Fra Fra
Product_CapFloor CapFloor
Product_BulletPayment BulletPayment
Product_GenericProduct GenericProduct
Product_TermDeposit TermDeposit
Product_FxSwap FxSwap
Product_FxSingleLeg FxSingleLeg
Product_ReturnSwapBase ReturnSwapBase
Product_NettedSwapBase NettedSwapBase
Product_Strategy Strategy
Product_InstrumentTradeDetails InstrumentTradeDetails
Product_DividendSwapTransactionSupplement DividendSwapTransactionSupplement
Product_CommoditySwaption CommoditySwaption
Product_CommoditySwap CommoditySwap
Product_CommodityOption CommodityOption
Product_CommodityForward CommodityForward
Product_CreditDefaultSwap CreditDefaultSwap
Product_EquityDerivativeBase EquityDerivativeBase
Product_VarianceSwapTransactionSupplement VarianceSwapTransactionSupplement

Instances

Eq Product
Show Product
SchemaType Product
Extension Option Product
Extension CreditDefaultSwapOption Product
Extension CreditDefaultSwap Product
Extension CommoditySwaption Product
Extension CommoditySwap Product
Extension CommodityOption Product
Extension CommodityForward Product
Extension ReturnSwapBase Product
Extension ReturnSwap Product
Extension NettedSwapBase Product
Extension EquityOptionTransactionSupplement Product
Extension EquityOption Product
Extension EquityForward Product
Extension EquityDerivativeBase Product
Extension BrokerEquityOption Product
Extension VarianceSwapTransactionSupplement Product
Extension VarianceSwap Product
Extension VarianceOptionTransactionSupplement Product
Extension EquitySwapTransactionSupplement Product
Extension CorrelationSwap Product
Extension DividendSwapTransactionSupplement Product
Extension TermDeposit Product
Extension FxSwap Product
Extension FxSingleLeg Product
Extension FxOption Product
Extension FxDigitalOption Product
Extension BondOption Product
Extension Strategy Product
Extension InstrumentTradeDetails Product
Extension GenericProduct Product
Extension Swaption Product
Extension Swap Product
Extension Fra Product
Extension CapFloor Product
Extension BulletPayment Product
Extension StandardProduct Product

data ProductId Source

Constructors

ProductId Scheme ProductIdAttributes

Instances

Eq ProductId
Show ProductId
SchemaType ProductId
Extension ProductId Scheme

data ProductIdAttributes Source

Constructors

ProductIdAttributes
Fields productIdAttrib_productIdScheme :: Maybe AnyURI

Instances

Eq ProductIdAttributes
Show ProductIdAttributes

data ProductReference Source

Reference to a full FpML product.

Constructors

ProductReference
Fields productRef_href :: IDREF

Instances

Eq ProductReference
Show ProductReference
SchemaType ProductReference
Extension ProductReference Reference

data ProductType Source

Constructors

ProductType Scheme ProductTypeAttributes

Instances

Eq ProductType
Show ProductType
SchemaType ProductType
Extension ProductType Scheme

data ProductTypeAttributes Source

Constructors

ProductTypeAttributes
Fields productTypeAttrib_productTypeScheme :: Maybe AnyURI

Instances

Eq ProductTypeAttributes
Show ProductTypeAttributes

data QuotedCurrencyPair Source

A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.

Constructors

QuotedCurrencyPair
Fields quotedCurrenPair_currency1 :: Maybe Currency The first currency specified when a pair of currencies is to be evaluated. quotedCurrenPair_currency2 :: Maybe Currency The second currency specified when a pair of currencies is to be evaluated. quotedCurrenPair_quoteBasis :: Maybe QuoteBasisEnum The method by which the exchange rate is quoted.

Instances

Eq QuotedCurrencyPair
Show QuotedCurrencyPair
SchemaType QuotedCurrencyPair
Extension CrossRate QuotedCurrencyPair

data Rate Source

The abstract base class for all types which define interest rate streams.

Constructors

Rate_FloatingRate FloatingRate

Instances

Eq Rate
Show Rate
SchemaType Rate
Extension FloatingRateCalculation Rate
Extension FloatingRate Rate
Extension InflationRateCalculation Rate

data RateReference Source

Reference to any rate (floating, inflation) derived from the abstract Rate component.

Constructors

RateReference
Fields rateRef_href :: IDREF

Instances

Eq RateReference
Show RateReference
SchemaType RateReference

data RateObservation Source

A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.

Constructors

RateObservation

Fields

rateObserv_ID :: Maybe ID
rateObserv_resetDate :: Maybe Date: The reset date.
rateObserv_adjustedFixingDate :: Maybe Date: The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.
rateObserv_observedRate :: Maybe Decimal: The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.
rateObserv_treatedRate :: Maybe Decimal: The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.
rateObserv_observationWeight :: Maybe PositiveInteger: The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period.
rateObserv_rateReference :: Maybe RateReference: A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.
rateObserv_forecastRate :: Maybe Decimal: The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
rateObserv_treatedForecastRate :: Maybe Decimal: The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01

Instances

Eq RateObservation
Show RateObservation
SchemaType RateObservation

data RateSourcePage Source

Constructors

RateSourcePage Scheme RateSourcePageAttributes

Instances

Eq RateSourcePage
Show RateSourcePage
SchemaType RateSourcePage
Extension RateSourcePage Scheme

data RateSourcePageAttributes Source

Constructors

RateSourcePageAttributes
Fields rateSourcePageAttrib_rateSourcePageScheme :: Maybe AnyURI

Instances

Eq RateSourcePageAttributes
Show RateSourcePageAttributes

data Reference Source

The abstract base class for all types which define intra-document pointers.

Constructors

Reference_SpreadScheduleReference SpreadScheduleReference
Reference_ScheduleReference ScheduleReference
Reference_ReturnSwapNotionalAmountReference ReturnSwapNotionalAmountReference
Reference_ProductReference ProductReference
Reference_PricingStructureReference PricingStructureReference
Reference_PaymentReference PaymentReference
Reference_PartyTradeIdentifierReference PartyTradeIdentifierReference
Reference_PersonReference PersonReference
Reference_BusinessUnitReference BusinessUnitReference
Reference_PartyReference PartyReference
Reference_NotionalReference NotionalReference
Reference_NotionalAmountReference NotionalAmountReference
Reference_LegalEntityReference LegalEntityReference
Reference_IdentifiedCurrencyReference IdentifiedCurrencyReference
Reference_HTTPAttachmentReference HTTPAttachmentReference
Reference_DeterminationMethodReference DeterminationMethodReference
Reference_DateReference DateReference
Reference_BusinessDayAdjustmentsReference BusinessDayAdjustmentsReference
Reference_BusinessCentersReference BusinessCentersReference
Reference_AmountReference AmountReference
Reference_AccountReference AccountReference
Reference_AssetReference AssetReference
Reference_AnyAssetReference AnyAssetReference
Reference_CreditEventsReference CreditEventsReference
Reference_ValuationDatesReference ValuationDatesReference
Reference_ResetDatesReference ResetDatesReference
Reference_RelevantUnderlyingDateReference RelevantUnderlyingDateReference
Reference_PaymentDatesReference PaymentDatesReference
Reference_InterestRateStreamReference InterestRateStreamReference
Reference_CalculationPeriodDatesReference CalculationPeriodDatesReference
Reference_MoneyReference MoneyReference
Reference_InterestLegCalculationPeriodDatesReference InterestLegCalculationPeriodDatesReference
Reference_FloatingRateCalculationReference FloatingRateCalculationReference
Reference_SettlementPeriodsReference SettlementPeriodsReference
Reference_QuantityReference QuantityReference
Reference_QuantityScheduleReference QuantityScheduleReference
Reference_LagReference LagReference
Reference_CalculationPeriodsScheduleReference CalculationPeriodsScheduleReference
Reference_CalculationPeriodsReference CalculationPeriodsReference
Reference_CalculationPeriodsDatesReference CalculationPeriodsDatesReference
Reference_SettlementTermsReference SettlementTermsReference
Reference_ProtectionTermsReference ProtectionTermsReference
Reference_FixedRateReference FixedRateReference
Reference_ValuationScenarioReference ValuationScenarioReference
Reference_ValuationReference ValuationReference
Reference_SensitivitySetDefinitionReference SensitivitySetDefinitionReference
Reference_PricingParameterDerivativeReference PricingParameterDerivativeReference
Reference_PricingDataPointCoordinateReference PricingDataPointCoordinateReference
Reference_MarketReference MarketReference
Reference_AssetOrTermPointOrPricingStructureReference AssetOrTermPointOrPricingStructureReference

Instances

Eq Reference
Show Reference
SchemaType Reference
Extension SpreadScheduleReference Reference
Extension ScheduleReference Reference
Extension ReturnSwapNotionalAmountReference Reference
Extension ProductReference Reference
Extension PricingStructureReference Reference
Extension PaymentReference Reference
Extension PartyTradeIdentifierReference Reference
Extension PersonReference Reference
Extension BusinessUnitReference Reference
Extension PartyReference Reference
Extension NotionalReference Reference
Extension NotionalAmountReference Reference
Extension LegalEntityReference Reference
Extension IdentifiedCurrencyReference Reference
Extension HTTPAttachmentReference Reference
Extension DeterminationMethodReference Reference
Extension DateReference Reference
Extension BusinessDayAdjustmentsReference Reference
Extension BusinessCentersReference Reference
Extension AmountReference Reference
Extension AccountReference Reference
Extension AssetReference Reference
Extension AnyAssetReference Reference
Extension CreditEventsReference Reference
Extension SettlementTermsReference Reference
Extension ProtectionTermsReference Reference
Extension FixedRateReference Reference
Extension SettlementPeriodsReference Reference
Extension QuantityReference Reference
Extension QuantityScheduleReference Reference
Extension LagReference Reference
Extension CalculationPeriodsScheduleReference Reference
Extension CalculationPeriodsReference Reference
Extension CalculationPeriodsDatesReference Reference
Extension InterestLegCalculationPeriodDatesReference Reference
Extension FloatingRateCalculationReference Reference
Extension MoneyReference Reference
Extension ValuationDatesReference Reference
Extension ResetDatesReference Reference
Extension RelevantUnderlyingDateReference Reference
Extension PaymentDatesReference Reference
Extension InterestRateStreamReference Reference
Extension CalculationPeriodDatesReference Reference
Extension ValuationScenarioReference Reference
Extension ValuationReference Reference
Extension SensitivitySetDefinitionReference Reference
Extension PricingParameterDerivativeReference Reference
Extension PricingDataPointCoordinateReference Reference
Extension MarketReference Reference
Extension AssetOrTermPointOrPricingStructureReference Reference

data ReferenceAmount Source

Specifies the reference amount using a scheme.

Constructors

ReferenceAmount Scheme ReferenceAmountAttributes

Instances

Eq ReferenceAmount
Show ReferenceAmount
SchemaType ReferenceAmount
Extension ReferenceAmount Scheme

data ReferenceAmountAttributes Source

Constructors

ReferenceAmountAttributes
Fields refAmountAttrib_referenceAmountScheme :: Maybe AnyURI

Instances

Eq ReferenceAmountAttributes
Show ReferenceAmountAttributes

data ReferenceBank Source

A type to describe an institution (party) identified by means of a coding scheme and an optional name.

Constructors

ReferenceBank
Fields referenceBank_id :: Maybe ReferenceBankId An institution (party) identifier, e.g. a bank identifier code (BIC). referenceBank_name :: Maybe XsdString The name of the institution (party). A free format string. FpML does not define usage rules for the element.

Instances

Eq ReferenceBank
Show ReferenceBank
SchemaType ReferenceBank

data ReferenceBankId Source

Constructors

ReferenceBankId Scheme ReferenceBankIdAttributes

Instances

Eq ReferenceBankId
Show ReferenceBankId
SchemaType ReferenceBankId
Extension ReferenceBankId Scheme

data ReferenceBankIdAttributes Source

Constructors

ReferenceBankIdAttributes
Fields refBankIdAttrib_referenceBankIdScheme :: Maybe AnyURI

Instances

Eq ReferenceBankIdAttributes
Show ReferenceBankIdAttributes

data RelatedBusinessUnit Source

Constructors

RelatedBusinessUnit
Fields relatedBusUnit_businessUnitReference :: BusinessUnitReference The unit that is related to this. relatedBusUnit_role :: BusinessUnitRole The category of the relationship. The related unit performs the role specified in this field for the base party. For example, if the role is Trader, the related unit acts acts or acted as the base party's trading unit.

Instances

Eq RelatedBusinessUnit
Show RelatedBusinessUnit
SchemaType RelatedBusinessUnit

data RelatedParty Source

Constructors

RelatedParty

Fields

relatedParty_partyReference :: PartyReference: Reference to a party.
relatedParty_accountReference :: Maybe AccountReference: Reference to an account.
relatedParty_role :: PartyRole: The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is Guarantor, the related party acts as a guarantor for the base party.
relatedParty_type :: Maybe PartyRoleType: Additional definition refining the type of relationship. For example, if the role is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.

Instances

Eq RelatedParty
Show RelatedParty
SchemaType RelatedParty

data RelatedPerson Source

Constructors

RelatedPerson
Fields relatedPerson_personReference :: PersonReference The individual person that is related to this. relatedPerson_role :: PersonRole The category of the relationship. The related individual performs the role specified in this field for the base party. For example, if the role is Trader, the related person acts acts or acted as the base party's trader.

Instances

Eq RelatedPerson
Show RelatedPerson
SchemaType RelatedPerson

data BusinessUnitRole Source

A type describing a role played by a unit in one or more transactions. Examples include roles such as Trader, Collateral, Confirmation, Settlement, etc. This can be extended to provide custom roles.

Constructors

BusinessUnitRole Scheme BusinessUnitRoleAttributes

Instances

Eq BusinessUnitRole
Show BusinessUnitRole
SchemaType BusinessUnitRole
Extension BusinessUnitRole Scheme

data BusinessUnitRoleAttributes Source

Constructors

BusinessUnitRoleAttributes
Fields busUnitRoleAttrib_unitRoleScheme :: Maybe AnyURI

Instances

Eq BusinessUnitRoleAttributes
Show BusinessUnitRoleAttributes

data PersonRole Source

A type describing a role played by a person in one or more transactions. Examples include roles such as Trader, Broker, MiddleOffice, Legal, etc. This can be extended to provide custom roles.

Constructors

PersonRole Scheme PersonRoleAttributes

Instances

Eq PersonRole
Show PersonRole
SchemaType PersonRole
Extension PersonRole Scheme

data PersonRoleAttributes Source

Constructors

PersonRoleAttributes
Fields personRoleAttrib_personRoleScheme :: Maybe AnyURI

Instances

Eq PersonRoleAttributes
Show PersonRoleAttributes

data RelativeDateOffset Source

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).

Constructors

RelativeDateOffset

Fields

relatDateOffset_ID :: Maybe ID

relatDateOffset_periodMultiplier :: Integer

A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

relatDateOffset_period :: PeriodEnum

A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

relatDateOffset_dayType :: Maybe DayTypeEnum

In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.

relatDateOffset_businessDayConvention :: Maybe BusinessDayConventionEnum

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

relatDateOffset_choice4 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

relatDateOffset_dateRelativeTo :: Maybe DateReference

Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

relatDateOffset_adjustedDate :: Maybe IdentifiedDate

The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

Instances

Eq RelativeDateOffset
Show RelativeDateOffset
SchemaType RelativeDateOffset
Extension RelativeDates RelativeDateOffset
Extension RelativeDateOffset Period
Extension RelativeDateOffset Offset
Extension AdjustedRelativeDateOffset RelativeDateOffset

data RelativeDates Source

A type describing a set of dates defined as relative to another set of dates.

Constructors

RelativeDates

Fields

relatDates_ID :: Maybe ID

relatDates_periodMultiplier :: Integer

A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

relatDates_period :: PeriodEnum

A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).

relatDates_dayType :: Maybe DayTypeEnum

In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.

relatDates_businessDayConvention :: Maybe BusinessDayConventionEnum

The convention for adjusting a date if it would otherwise fall on a day that is not a business day.

relatDates_choice4 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

relatDates_dateRelativeTo :: Maybe DateReference

Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

relatDates_adjustedDate :: Maybe IdentifiedDate

The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).

relatDates_periodSkip :: Maybe PositiveInteger

The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.

relatDates_scheduleBounds :: Maybe DateRange

The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.

Instances

Eq RelativeDates
Show RelativeDates
SchemaType RelativeDates
Extension RelativeDates RelativeDateOffset
Extension RelativeDates Period
Extension RelativeDates Offset

data RelativeDateSequence Source

A type describing a date when this date is defined in reference to another date through one or several date offsets.

Constructors

RelativeDateSequence

Fields

relatDateSequen_dateRelativeTo :: Maybe DateReference

Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

relatDateSequen_dateOffset :: [DateOffset]

relatDateSequen_choice2 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
businessCenters

Instances

Eq RelativeDateSequence
Show RelativeDateSequence
SchemaType RelativeDateSequence

data RequiredIdentifierDate Source

A date with a required identifier which can be referenced elsewhere.

Constructors

RequiredIdentifierDate Date RequiredIdentifierDateAttributes

Instances

Eq RequiredIdentifierDate
Show RequiredIdentifierDate
SchemaType RequiredIdentifierDate
Extension RequiredIdentifierDate Date

data RequiredIdentifierDateAttributes Source

Constructors

RequiredIdentifierDateAttributes
Fields requirIdentDateAttrib_ID :: ID

Instances

Eq RequiredIdentifierDateAttributes
Show RequiredIdentifierDateAttributes

data ResetFrequency Source

A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swapswapStreamcalculationPerioDateseffectiveDate and the swapswapStreamcalculationPerioDatesterminationDate.

Constructors

ResetFrequency

Fields

resetFrequ_ID :: Maybe ID
resetFrequ_periodMultiplier :: Maybe PositiveInteger: A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
resetFrequ_period :: Maybe PeriodExtendedEnum: A time period, e.g. a day, week, month, year or term of the stream.
resetFrequ_weeklyRollConvention :: Maybe WeeklyRollConventionEnum: The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise.

Instances

Eq ResetFrequency
Show ResetFrequency
SchemaType ResetFrequency
Extension ResetFrequency Frequency

data RequestedAction Source

Constructors

RequestedAction Scheme RequestedActionAttributes

Instances

Eq RequestedAction
Show RequestedAction
SchemaType RequestedAction
Extension RequestedAction Scheme

data RequestedActionAttributes Source

Constructors

RequestedActionAttributes
Fields requesActionAttrib_requestedActionScheme :: Maybe AnyURI

Instances

Eq RequestedActionAttributes
Show RequestedActionAttributes

data Resource Source

Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information). For example, can describe a file or a URL that represents the event. This type is an extended version of a type defined by RIXML (www.rixml.org).

Constructors

Resource

Fields

resource_id :: Maybe ResourceId

The unique identifier of the resource within the event.

resource_type :: Maybe ResourceType

A description of the type of the resource, e.g. a confirmation.

resource_language :: Maybe Language

Indicates the language of the resource, described using the ISO 639-2/T Code.

resource_sizeInBytes :: Maybe Decimal

Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.

resource_length :: Maybe ResourceLength

Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.

resource_mimeType :: Maybe MimeType

Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.

resource_name :: Maybe NormalizedString

The name of the resource.

resource_comments :: Maybe XsdString

Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?

resource_choice8 :: Maybe (OneOf4 XsdString HexBinary Base64Binary AnyURI)

Choice between:

Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content.
Provides extra information as binary contents coded in hexadecimal.
Provides extra information as binary contents coded in base64.
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.

Instances

Eq Resource
Show Resource
SchemaType Resource

data ResourceId Source

The data type used for resource identifiers.

Constructors

ResourceId Scheme ResourceIdAttributes

Instances

Eq ResourceId
Show ResourceId
SchemaType ResourceId
Extension ResourceId Scheme

data ResourceIdAttributes Source

Constructors

ResourceIdAttributes
Fields resourIdAttrib_resourceIdScheme :: Maybe AnyURI

Instances

Eq ResourceIdAttributes
Show ResourceIdAttributes

data ResourceLength Source

The type that indicates the length of the resource.

Constructors

ResourceLength
Fields resourLength_lengthUnit :: Maybe LengthUnitEnum The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files). resourLength_lengthValue :: Maybe Decimal The length value of the resource.

Instances

Eq ResourceLength
Show ResourceLength
SchemaType ResourceLength

data ResourceType Source

The data type used for describing the type or purpose of a resource, e.g. Confirmation.

Constructors

ResourceType Scheme ResourceTypeAttributes

Instances

Eq ResourceType
Show ResourceType
SchemaType ResourceType
Extension ResourceType Scheme

data ResourceTypeAttributes Source

Constructors

ResourceTypeAttributes
Fields resourTypeAttrib_resourceTypeScheme :: Maybe AnyURI

Instances

Eq ResourceTypeAttributes
Show ResourceTypeAttributes

data ReturnSwapNotionalAmountReference Source

A reference to the return swap notional amount.

Constructors

ReturnSwapNotionalAmountReference
Fields returnSwapNotionAmountRef_href :: IDREF

Instances

Eq ReturnSwapNotionalAmountReference
Show ReturnSwapNotionalAmountReference
SchemaType ReturnSwapNotionalAmountReference
Extension ReturnSwapNotionalAmountReference Reference

data Rounding Source

A type defining a rounding direction and precision to be used in the rounding of a rate.

Constructors

Rounding

Fields

rounding_direction :: Maybe RoundingDirectionEnum: Specifies the rounding direction.
rounding_precision :: Maybe NonNegativeInteger: Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).

Instances

Eq Rounding
Show Rounding
SchemaType Rounding

data Routing Source

A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.

Constructors

Routing

Fields

routing_choice0 :: Maybe (OneOf3 RoutingIds RoutingExplicitDetails RoutingIdsAndExplicitDetails)

Choice between:

A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.

Instances

Eq Routing
Show Routing
SchemaType Routing

data RoutingExplicitDetails Source

A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.

Constructors

RoutingExplicitDetails

Fields

routingExplicDetails_routingName :: Maybe XsdString: A real name that is used to identify a party involved in the routing of a payment.
routingExplicDetails_routingAddress :: Maybe Address: A physical postal address via which a payment can be routed.
routingExplicDetails_routingAccountNumber :: Maybe XsdString: An account number via which a payment can be routed.
routingExplicDetails_routingReferenceText :: [XsdString]: A piece of free-format text used to assist the identification of a party involved in the routing of a payment.

Instances

Eq RoutingExplicitDetails
Show RoutingExplicitDetails
SchemaType RoutingExplicitDetails

data RoutingId Source

Constructors

RoutingId Scheme RoutingIdAttributes

Instances

Eq RoutingId
Show RoutingId
SchemaType RoutingId
Extension RoutingId Scheme

data RoutingIdAttributes Source

Constructors

RoutingIdAttributes
Fields routingIdAttrib_routingIdCodeScheme :: Maybe AnyURI

Instances

Eq RoutingIdAttributes
Show RoutingIdAttributes

data RoutingIds Source

A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.

Constructors

RoutingIds
Fields routingIds_routingId :: [RoutingId] A unique identifier for party that is a participant in a recognized payment system.

Instances

Eq RoutingIds
Show RoutingIds
SchemaType RoutingIds

data RoutingIdsAndExplicitDetails Source

A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.

Constructors

RoutingIdsAndExplicitDetails

Fields

routingIdsAndExplicDetails_routingIds :: [RoutingIds]: A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
routingIdsAndExplicDetails_routingName :: Maybe XsdString: A real name that is used to identify a party involved in the routing of a payment.
routingIdsAndExplicDetails_routingAddress :: Maybe Address: A physical postal address via which a payment can be routed.
routingIdsAndExplicDetails_routingAccountNumber :: Maybe XsdString: An account number via which a payment can be routed.
routingIdsAndExplicDetails_routingReferenceText :: [XsdString]: A piece of free-format text used to assist the identification of a party involved in the routing of a payment.

Instances

Eq RoutingIdsAndExplicitDetails
Show RoutingIdsAndExplicitDetails
SchemaType RoutingIdsAndExplicitDetails

data Schedule Source

A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.

Constructors

Schedule

Fields

schedule_ID :: Maybe ID
schedule_initialValue :: Decimal: The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
schedule_step :: [Step]: The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.

Instances

Eq Schedule
Show Schedule
SchemaType Schedule
Extension StrikeSchedule Schedule
Extension SpreadSchedule Schedule
Extension AmountSchedule Schedule

data ScheduleReference Source

Reference to a schedule of rates or amounts.

Constructors

ScheduleReference
Fields schedRef_href :: IDREF

Instances

Eq ScheduleReference
Show ScheduleReference
SchemaType ScheduleReference
Extension ScheduleReference Reference

data SettlementInformation Source

A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.

Constructors

SettlementInformation

Fields

settlInfo_choice0 :: Maybe (OneOf2 StandardSettlementStyleEnum SettlementInstruction)

Choice between:

An optional element used to describe how a trade will settle. This defines a scheme and is used for identifying trades that are identified as settling standard and/or flagged for settlement netting.
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.

Instances

Eq SettlementInformation
Show SettlementInformation
SchemaType SettlementInformation

data SettlementInstruction Source

A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.

Constructors

SettlementInstruction

Fields

settlInstr_settlementMethod :: Maybe SettlementMethod: The mechanism by which settlement is to be made. The scheme of domain values will include standard mechanisms such as CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
settlInstr_correspondentInformation :: Maybe CorrespondentInformation: The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
settlInstr_intermediaryInformation :: [IntermediaryInformation]: Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
settlInstr_beneficiaryBank :: Maybe Beneficiary: The bank that acts for the ultimate beneficiary of the funds in receiving payments.
settlInstr_beneficiary :: Maybe Beneficiary: The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
settlInstr_depositoryPartyReference :: Maybe PartyReference: Reference to the depository of the settlement.
settlInstr_splitSettlement :: [SplitSettlement]: The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries. Each split payment may need to have its own routing information.

Instances

Eq SettlementInstruction
Show SettlementInstruction
SchemaType SettlementInstruction

data SettlementMethod Source

Constructors

SettlementMethod Scheme SettlementMethodAttributes

Instances

Eq SettlementMethod
Show SettlementMethod
SchemaType SettlementMethod
Extension SettlementMethod Scheme

data SettlementMethodAttributes Source

Constructors

SettlementMethodAttributes
Fields settlMethodAttrib_settlementMethodScheme :: Maybe AnyURI

Instances

Eq SettlementMethodAttributes
Show SettlementMethodAttributes

data SettlementPriceDefaultElection Source

Coding scheme that specifies the settlement price default election.

Constructors

SettlementPriceDefaultElection Scheme SettlementPriceDefaultElectionAttributes

Instances

Eq SettlementPriceDefaultElection
Show SettlementPriceDefaultElection
SchemaType SettlementPriceDefaultElection
Extension SettlementPriceDefaultElection Scheme

data SettlementPriceDefaultElectionAttributes Source

Constructors

SettlementPriceDefaultElectionAttributes
Fields spdea_settlementPriceDefaultElectionScheme :: Maybe AnyURI

Instances

Eq SettlementPriceDefaultElectionAttributes
Show SettlementPriceDefaultElectionAttributes

data SettlementPriceSource Source

The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.

Constructors

SettlementPriceSource Scheme SettlementPriceSourceAttributes

Instances

Eq SettlementPriceSource
Show SettlementPriceSource
SchemaType SettlementPriceSource
Extension SettlementPriceSource Scheme

data SettlementPriceSourceAttributes Source

Constructors

SettlementPriceSourceAttributes
Fields settlPriceSourceAttrib_settlementPriceSourceScheme :: Maybe AnyURI

Instances

Eq SettlementPriceSourceAttributes
Show SettlementPriceSourceAttributes

data SettlementRateSource Source

A type describing the method for obtaining a settlement rate.

Constructors

SettlementRateSource

Fields

settlRateSource_choice0 :: Maybe (OneOf2 InformationSource CashSettlementReferenceBanks)

Choice between:

The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.

Instances

Eq SettlementRateSource
Show SettlementRateSource
SchemaType SettlementRateSource

data SharedAmericanExercise Source

TBA

Constructors

SharedAmericanExercise

Fields

sharedAmericExerc_ID :: Maybe ID

sharedAmericExerc_commencementDate :: Maybe AdjustableOrRelativeDate

The first day of the exercise period for an American style option.

sharedAmericExerc_expirationDate :: Maybe AdjustableOrRelativeDate

The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

sharedAmericExerc_choice2 :: Maybe (OneOf2 BusinessCenterTime DeterminationMethod)

Choice between latest exercise time expressed as literal time, or using a determination method.

Choice between:

For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
Latest exercise time determination method.

Instances

Eq SharedAmericanExercise
Show SharedAmericanExercise
SchemaType SharedAmericanExercise
Extension SharedAmericanExercise Exercise
Extension EquityBermudaExercise SharedAmericanExercise
Extension EquityAmericanExercise SharedAmericanExercise

data SimplePayment Source

A complex type to specified payments in a simpler fashion than the Payment type. This construct should be used from the version 4.3 onwards.

Constructors

SimplePayment

Fields

simplePayment_ID :: Maybe ID
simplePayment_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
simplePayment_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
simplePayment_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
simplePayment_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
simplePayment_paymentAmount :: Maybe NonNegativeMoney
simplePayment_paymentDate :: Maybe AdjustableOrRelativeDate: The payment date. This date is subject to adjustment in accordance with any applicable business day convention.

Instances

Eq SimplePayment
Show SimplePayment
SchemaType SimplePayment
Extension SimplePayment PaymentBase
Extension Premium SimplePayment

data SplitSettlement Source

A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.

Constructors

SplitSettlement

Fields

splitSettlement_amount :: Maybe Money: One of the monetary amounts in a split settlement payment.
splitSettl_beneficiaryBank :: Maybe Routing: The bank that acts for the ultimate beneficiary of the funds in receiving payments.
splitSettl_beneficiary :: Maybe Routing: The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.

Instances

Eq SplitSettlement
Show SplitSettlement
SchemaType SplitSettlement

data SpreadSchedule Source

Adds an optional spread type element to the Schedule to identify a long or short spread value.

Constructors

SpreadSchedule

Fields

spreadSched_ID :: Maybe ID
spreadSched_initialValue :: Decimal: The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
spreadSched_step :: [Step]: The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
spreadSched_type :: Maybe SpreadScheduleType

Instances

Eq SpreadSchedule
Show SpreadSchedule
SchemaType SpreadSchedule
Extension SpreadSchedule Schedule

data SpreadScheduleReference Source

Provides a reference to a spread schedule.

Constructors

SpreadScheduleReference
Fields spreadSchedRef_href :: IDREF

Instances

Eq SpreadScheduleReference
Show SpreadScheduleReference
SchemaType SpreadScheduleReference
Extension SpreadScheduleReference Reference

data SpreadScheduleType Source

Defines a Spread Type Scheme to identify a long or short spread value.

Constructors

SpreadScheduleType Scheme SpreadScheduleTypeAttributes

Instances

Eq SpreadScheduleType
Show SpreadScheduleType
SchemaType SpreadScheduleType
Extension SpreadScheduleType Scheme

data SpreadScheduleTypeAttributes Source

Constructors

SpreadScheduleTypeAttributes
Fields spreadSchedTypeAttrib_spreadScheduleTypeScheme :: Maybe AnyURI

Instances

Eq SpreadScheduleTypeAttributes
Show SpreadScheduleTypeAttributes

data Step Source

A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

Constructors

Step
Fields step_ID :: Maybe ID step_date :: Maybe Date The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention. step_value :: Maybe Decimal The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.

Instances

Eq Step
Show Step
SchemaType Step
Extension Step StepBase

data StepBase Source

A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

Constructors

StepBase_Step Step
StepBase_PositiveStep PositiveStep
StepBase_NonNegativeStep NonNegativeStep

Instances

Eq StepBase
Show StepBase
SchemaType StepBase
Extension Step StepBase
Extension PositiveStep StepBase
Extension NonNegativeStep StepBase

data StreetAddress Source

A type that describes the set of street and building number information that identifies a postal address within a city.

Constructors

StreetAddress
Fields streetAddress_streetLine :: [XsdString] An individual line of street and building number information, forming part of a postal address.

Instances

Eq StreetAddress
Show StreetAddress
SchemaType StreetAddress

data Strike Source

A type describing a single cap or floor rate.

Constructors

Strike
Fields strike_ID :: Maybe ID strike_rate :: Maybe Decimal The rate for a cap or floor. strike_buyer :: Maybe IdentifiedPayerReceiver The buyer of the option strike_seller :: Maybe IdentifiedPayerReceiver The party that has sold.

Instances

Eq Strike
Show Strike
SchemaType Strike

data StrikeSchedule Source

A type describing a schedule of cap or floor rates.

Constructors

StrikeSchedule

Fields

strikeSched_ID :: Maybe ID
strikeSched_initialValue :: Decimal: The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
strikeSched_step :: [Step]: The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
strikeSched_buyer :: Maybe IdentifiedPayerReceiver: The buyer of the option
strikeSched_seller :: Maybe IdentifiedPayerReceiver: The party that has sold.

Instances

Eq StrikeSchedule
Show StrikeSchedule
SchemaType StrikeSchedule
Extension StrikeSchedule Schedule

data Stub Source

A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

Constructors

Stub

Fields

stub_choice0 :: Maybe (OneOf3 [FloatingRate] Decimal Money)

Choice between:

The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
An actual amount to apply for the initial or final stub period may have been agreed between th two parties. If an actual stub amount has been agreed then it would be included in this component.

stub_startDate :: Maybe AdjustableOrRelativeDate

Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.

stub_endDate :: Maybe AdjustableOrRelativeDate

End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.

Instances

Eq Stub
Show Stub
SchemaType Stub
Extension Stub StubValue

data StubValue Source

A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

Constructors

StubValue

Fields

stubValue_choice0 :: Maybe (OneOf3 [FloatingRate] Decimal Money)

Choice between:

The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
An actual amount to apply for the initial or final stub period may have been agreed between th two parties. If an actual stub amount has been agreed then it would be included in this component.

Instances

Eq StubValue
Show StubValue
SchemaType StubValue
Extension Stub StubValue

data TimezoneLocation Source

A geophraphic location for the purposes of defining a prevailing time according to the tz database.

Constructors

TimezoneLocation Scheme TimezoneLocationAttributes

Instances

Eq TimezoneLocation
Show TimezoneLocation
SchemaType TimezoneLocation
Extension TimezoneLocation Scheme

data TimezoneLocationAttributes Source

Constructors

TimezoneLocationAttributes
Fields timezLocatAttrib_timezoneLocationScheme :: Maybe AnyURI

Instances

Eq TimezoneLocationAttributes
Show TimezoneLocationAttributes

elementAmericanExercise :: XMLParser AmericanExercise Source

The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

elementToXMLAmericanExercise :: AmericanExercise -> [Content ()]Source

elementBermudaExercise :: XMLParser BermudaExercise Source

The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

elementToXMLBermudaExercise :: BermudaExercise -> [Content ()]Source

elementEuropeanExercise :: XMLParser EuropeanExercise Source

The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

elementToXMLEuropeanExercise :: EuropeanExercise -> [Content ()]Source

elementExercise :: XMLParser Exercise Source

An placeholder for the actual option exercise definitions.

elementToXMLExercise :: Exercise -> [Content ()]Source

elementProduct :: XMLParser Product Source

An abstract element used as a place holder for the substituting product elements.

elementToXMLProduct :: Product -> [Content ()]Source

data OrganizationType Source

A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other

Constructors

OrganizationType Token OrganizationTypeAttributes

Instances

Eq OrganizationType
Show OrganizationType
SchemaType OrganizationType
Extension OrganizationType Token

data OrganizationTypeAttributes Source

Constructors

OrganizationTypeAttributes
Fields organTypeAttrib_organizationTypeScheme :: Maybe AnyURI

Instances

Eq OrganizationTypeAttributes
Show OrganizationTypeAttributes

module Data.FpML.V53.Enum

Exercise_SharedAmericanExercise SharedAmericanExercise
Exercise_EuropeanExercise EuropeanExercise
Exercise_BermudaExercise BermudaExercise
Exercise_AmericanExercise AmericanExercise
Exercise_FxEuropeanExercise FxEuropeanExercise
Exercise_FxDigitalAmericanExercise FxDigitalAmericanExercise
Exercise_CommodityPhysicalEuropeanExercise CommodityPhysicalEuropeanExercise
Exercise_CommodityPhysicalAmericanExercise CommodityPhysicalAmericanExercise
Exercise_CommodityEuropeanExercise CommodityEuropeanExercise
Exercise_CommodityAmericanExercise CommodityAmericanExercise
Exercise_EquityEuropeanExercise EquityEuropeanExercise

Eq Exercise
Show Exercise
SchemaType Exercise
Extension SharedAmericanExercise Exercise
Extension EuropeanExercise Exercise
Extension BermudaExercise Exercise
Extension AmericanExercise Exercise
Extension CommodityPhysicalEuropeanExercise Exercise
Extension CommodityPhysicalAmericanExercise Exercise
Extension CommodityEuropeanExercise Exercise
Extension CommodityAmericanExercise Exercise
Extension EquityEuropeanExercise Exercise
Extension EquityBermudaExercise Exercise
Extension EquityAmericanExercise Exercise
Extension FxEuropeanExercise Exercise
Extension FxDigitalAmericanExercise Exercise
Extension FxAmericanExercise Exercise

Eq Leg
Show Leg
SchemaType Leg
Extension FeeLeg Leg
Extension OilPhysicalLeg Leg
Extension NonPeriodicFixedPriceLeg Leg
Extension GasPhysicalLeg Leg
Extension FloatingPriceLeg Leg
Extension FixedPriceLeg Leg
Extension ElectricityPhysicalLeg Leg
Extension CommoditySwapLeg Leg
Extension CommodityForwardLeg Leg
Extension CoalPhysicalLeg Leg
Extension BullionPhysicalLeg Leg
Extension ReturnLeg Leg
Extension InterestLeg Leg
Extension DirectionalLeg Leg
Extension VarianceLeg Leg
Extension CorrelationLeg Leg
Extension FixedPaymentLeg Leg
Extension DividendLeg Leg
Extension FxSwapLeg Leg
Extension InterestRateStream Leg

Eq MoneyBase
Show MoneyBase
SchemaType MoneyBase
Extension PositiveMoney MoneyBase
Extension NotionalAmount MoneyBase
Extension NonNegativeMoney MoneyBase
Extension Money MoneyBase
Extension FutureValueAmount MoneyBase
Extension CalculationAmount MoneyBase
Extension CommoditySpread MoneyBase
Extension FxOptionPayout MoneyBase

Eq NonNegativePayment
Show NonNegativePayment
SchemaType NonNegativePayment
Extension NonNegativePayment PaymentBaseExtended
Extension NonNegativePayment PaymentBase
Extension ClassifiedPayment NonNegativePayment
Extension CommodityPremium NonNegativePayment
Extension FxOptionPremium NonNegativePayment

Eq Offset
Show Offset
SchemaType Offset
Extension RelativeDates Offset
Extension RelativeDateOffset Offset
Extension Offset Period
Extension DateOffset Offset
Extension AdjustedRelativeDateOffset Offset
Extension FxFixingDate Offset

PaymentBase_SimplePayment SimplePayment
PaymentBase_PaymentBaseExtended PaymentBaseExtended
PaymentBase_Payment Payment
PaymentBase_PendingPayment PendingPayment
PaymentBase_FeaturePayment FeaturePayment
PaymentBase_PaymentCalculationPeriod PaymentCalculationPeriod
PaymentBase_ReturnSwapAdditionalPayment ReturnSwapAdditionalPayment
PaymentBase_EquityPremium EquityPremium
PaymentBase_PaymentDetail PaymentDetail
PaymentBase_FixedPaymentAmount FixedPaymentAmount
PaymentBase_SinglePayment SinglePayment
PaymentBase_PeriodicPayment PeriodicPayment
PaymentBase_InitialPayment InitialPayment
PaymentBase_PrePayment PrePayment

PaymentBaseExtended_PositivePayment PositivePayment
PaymentBaseExtended_NonNegativePayment NonNegativePayment

Eq PaymentBaseExtended
Show PaymentBaseExtended
SchemaType PaymentBaseExtended
Extension PositivePayment PaymentBaseExtended
Extension PaymentBaseExtended PaymentBase
Extension NonNegativePayment PaymentBaseExtended
Extension ClassifiedPayment PaymentBaseExtended
Extension CommodityPremium PaymentBaseExtended
Extension FxOptionPremium PaymentBaseExtended

Eq Period
Show Period
SchemaType Period
Extension RelativeDates Period
Extension RelativeDateOffset Period
Extension Offset Period
Extension DateOffset Period
Extension AdjustedRelativeDateOffset Period
Extension FxFixingDate Period