{-# LANGUAGE MultiParamTypeClasses, FunctionalDependencies #-} {-# OPTIONS_GHC -fno-warn-duplicate-exports #-} module Data.FpML.V53.Mktenv ( module Data.FpML.V53.Mktenv , module Data.FpML.V53.Doc , module Data.FpML.V53.Asset , module Data.FpML.V53.Riskdef , module Data.FpML.V53.CD ) where import Text.XML.HaXml.Schema.Schema (SchemaType(..),SimpleType(..),Extension(..),Restricts(..)) import Text.XML.HaXml.Schema.Schema as Schema import qualified Text.XML.HaXml.Schema.PrimitiveTypes as Xsd import {-# SOURCE #-} Data.FpML.V53.Doc import {-# SOURCE #-} Data.FpML.V53.Asset import {-# SOURCE #-} Data.FpML.V53.Riskdef import {-# SOURCE #-} Data.FpML.V53.CD -- | The frequency at which a rate is compounded. data CompoundingFrequency data CompoundingFrequencyAttributes instance Eq CompoundingFrequency instance Eq CompoundingFrequencyAttributes instance Show CompoundingFrequency instance Show CompoundingFrequencyAttributes instance SchemaType CompoundingFrequency instance Extension CompoundingFrequency Scheme -- | A generic credit curve definition. data CreditCurve instance Eq CreditCurve instance Show CreditCurve instance SchemaType CreditCurve instance Extension CreditCurve PricingStructure -- | A set of credit curve values, which can include pricing -- inputs (which are typically credit spreads), default -- probabilities, and recovery rates. data CreditCurveValuation instance Eq CreditCurveValuation instance Show CreditCurveValuation instance SchemaType CreditCurveValuation instance Extension CreditCurveValuation PricingStructureValuation instance Extension CreditCurveValuation Valuation -- | A set of default probabilities. data DefaultProbabilityCurve instance Eq DefaultProbabilityCurve instance Show DefaultProbabilityCurve instance SchemaType DefaultProbabilityCurve instance Extension DefaultProbabilityCurve PricingStructureValuation instance Extension DefaultProbabilityCurve Valuation -- | A curve used to model a set of forward interest rates. Used -- for forecasting interest rates as part of a pricing -- calculation. data ForwardRateCurve instance Eq ForwardRateCurve instance Show ForwardRateCurve instance SchemaType ForwardRateCurve -- | An fx curve object., which includes pricing inputs and term -- structures for fx forwards. data FxCurve instance Eq FxCurve instance Show FxCurve instance SchemaType FxCurve instance Extension FxCurve PricingStructure -- | A valuation of an FX curve object., which includes pricing -- inputs and term structures for fx forwards. data FxCurveValuation instance Eq FxCurveValuation instance Show FxCurveValuation instance SchemaType FxCurveValuation instance Extension FxCurveValuation PricingStructureValuation instance Extension FxCurveValuation Valuation -- | A collection of spot FX rates used in pricing. data FxRateSet instance Eq FxRateSet instance Show FxRateSet instance SchemaType FxRateSet instance Extension FxRateSet QuotedAssetSet -- | A pricing data set that contains a series of points with -- coordinates. It is a sparse matrix representation of a -- multi-dimensional matrix. data MultiDimensionalPricingData instance Eq MultiDimensionalPricingData instance Show MultiDimensionalPricingData instance SchemaType MultiDimensionalPricingData -- | An adjustment used to accommodate a parameter of the input -- trade, e.g. the strike. data ParametricAdjustment instance Eq ParametricAdjustment instance Show ParametricAdjustment instance SchemaType ParametricAdjustment -- | A value of the adjustment point, consisting of the x value -- and the corresponding y value. data ParametricAdjustmentPoint instance Eq ParametricAdjustmentPoint instance Show ParametricAdjustmentPoint instance SchemaType ParametricAdjustmentPoint -- | A single valued point with a set of coordinates that define -- an arbitrary number of indentifying indexes (0 or more). -- Note that the collection of coordinates/coordinate -- references for a PricingStructurePoint must not define a -- given dimension (other than "generic") more than once. This -- is to avoid ambiguity. data PricingStructurePoint instance Eq PricingStructurePoint instance Show PricingStructurePoint instance SchemaType PricingStructurePoint -- | A curve consisting only of values over a term. This is a -- restricted form of One Dimensional Structure. data TermCurve instance Eq TermCurve instance Show TermCurve instance SchemaType TermCurve -- | A value point that can have a time dimension. Allows bid, -- mid, ask, and spread values to be represented. data TermPoint instance Eq TermPoint instance Show TermPoint instance SchemaType TermPoint -- | A matrix of volatilities with dimension 0-3. data VolatilityMatrix instance Eq VolatilityMatrix instance Show VolatilityMatrix instance SchemaType VolatilityMatrix instance Extension VolatilityMatrix PricingStructureValuation instance Extension VolatilityMatrix Valuation -- | A representation of volatilities of an asset. This is a -- generic structure whose values can be supplied in a -- specific volatility matrix. data VolatilityRepresentation instance Eq VolatilityRepresentation instance Show VolatilityRepresentation instance SchemaType VolatilityRepresentation instance Extension VolatilityRepresentation PricingStructure -- | A generic yield curve object, which can be valued in a -- variety of ways. data YieldCurve instance Eq YieldCurve instance Show YieldCurve instance SchemaType YieldCurve instance Extension YieldCurve PricingStructure -- | The values of a yield curve, including possibly inputs and -- outputs (dfs, forwards, zero rates). data YieldCurveValuation instance Eq YieldCurveValuation instance Show YieldCurveValuation instance SchemaType YieldCurveValuation instance Extension YieldCurveValuation PricingStructureValuation instance Extension YieldCurveValuation Valuation -- | A curve used to model a set of zero-coupon interest rates. data ZeroRateCurve instance Eq ZeroRateCurve instance Show ZeroRateCurve instance SchemaType ZeroRateCurve elementCreditCurve :: XMLParser CreditCurve elementToXMLCreditCurve :: CreditCurve -> [Content ()] elementCreditCurveValuation :: XMLParser CreditCurveValuation elementToXMLCreditCurveValuation :: CreditCurveValuation -> [Content ()] elementFxCurve :: XMLParser FxCurve elementToXMLFxCurve :: FxCurve -> [Content ()] elementFxCurveValuation :: XMLParser FxCurveValuation elementToXMLFxCurveValuation :: FxCurveValuation -> [Content ()] elementVolatilityMatrixValuation :: XMLParser VolatilityMatrix elementToXMLVolatilityMatrixValuation :: VolatilityMatrix -> [Content ()] elementVolatilityRepresentation :: XMLParser VolatilityRepresentation elementToXMLVolatilityRepresentation :: VolatilityRepresentation -> [Content ()] elementYieldCurve :: XMLParser YieldCurve elementToXMLYieldCurve :: YieldCurve -> [Content ()] elementYieldCurveValuation :: XMLParser YieldCurveValuation elementToXMLYieldCurveValuation :: YieldCurveValuation -> [Content ()]