{-# LANGUAGE MultiParamTypeClasses, FunctionalDependencies #-}
{-# OPTIONS_GHC -fno-warn-duplicate-exports #-}
module Data.FpML.V53.Shared.EQ
  ( module Data.FpML.V53.Shared.EQ
  , module Data.FpML.V53.Shared.Option
  ) 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.Shared.Option
 
-- | A type for defining ISDA 2002 Equity Derivative Additional 
--   Disruption Events. 
data AdditionalDisruptionEvents
instance Eq AdditionalDisruptionEvents
instance Show AdditionalDisruptionEvents
instance SchemaType AdditionalDisruptionEvents
 
-- | Specifies the amount of the fee along with, when 
--   applicable, the formula that supports its determination. 
data AdditionalPaymentAmount
instance Eq AdditionalPaymentAmount
instance Show AdditionalPaymentAmount
instance SchemaType AdditionalPaymentAmount
 
-- | A type describing a date defined as subject to adjustment 
--   or defined in reference to another date through one or 
--   several date offsets. 
data AdjustableDateOrRelativeDateSequence
instance Eq AdjustableDateOrRelativeDateSequence
instance Show AdjustableDateOrRelativeDateSequence
instance SchemaType AdjustableDateOrRelativeDateSequence
 
-- | A type describing correlation bounds, which form a cap and 
--   a floor on the realized correlation. 
data BoundedCorrelation
instance Eq BoundedCorrelation
instance Show BoundedCorrelation
instance SchemaType BoundedCorrelation
 
-- | A type describing variance bounds, which are used to 
--   exclude money price values outside of the specified range 
--   In a Up Conditional Swap Underlyer price must be equal to 
--   or higher than Lower Barrier In a Down Conditional Swap 
--   Underlyer price must be equal to or lower than Upper 
--   Barrier In a Corridor Conditional Swap Underlyer price must 
--   be equal to or higher than Lower Barrier and must be equal 
--   to or lower than Upper Barrier. 
data BoundedVariance
instance Eq BoundedVariance
instance Show BoundedVariance
instance SchemaType BoundedVariance
 
-- | An abstract base class for all calculated money amounts, 
--   which are in the currency of the cash multiplier of the 
--   calculation. 
data CalculatedAmount
instance Eq CalculatedAmount
instance Show CalculatedAmount
instance SchemaType CalculatedAmount
 
-- | Abstract base class for all calculation from observed 
--   values. 
data CalculationFromObservation
instance Eq CalculationFromObservation
instance Show CalculationFromObservation
instance SchemaType CalculationFromObservation
 
-- | Specifies the compounding method and the compounding rate. 
data Compounding
instance Eq Compounding
instance Show Compounding
instance SchemaType Compounding
 
-- | A type defining a compounding rate. The compounding 
--   interest can either point back to the floating rate 
--   calculation of interest calculation node on the Interest 
--   Leg, or be defined specifically. 
data CompoundingRate
instance Eq CompoundingRate
instance Show CompoundingRate
instance SchemaType CompoundingRate
 
-- | A type describing the correlation amount of a correlation 
--   swap. 
data Correlation
instance Eq Correlation
instance Show Correlation
instance SchemaType Correlation
instance Extension Correlation CalculationFromObservation
 
-- | An abstract base class for all directional leg types with 
--   effective date, termination date, where a payer makes a 
--   stream of payments of greater than zero value to a 
--   receiver. 
data DirectionalLeg
instance Eq DirectionalLeg
instance Show DirectionalLeg
instance SchemaType DirectionalLeg
instance Extension DirectionalLeg Leg
 
-- | An abstract base class for all directional leg types with 
--   effective date, termination date, and underlyer where a 
--   payer makes a stream of payments of greater than zero value 
--   to a receiver. 
data DirectionalLegUnderlyer
instance Eq DirectionalLegUnderlyer
instance Show DirectionalLegUnderlyer
instance SchemaType DirectionalLegUnderlyer
instance Extension DirectionalLegUnderlyer DirectionalLeg
 
-- | An abstract base class for all directional leg types with 
--   effective date, termination date, and underlyer, where a 
--   payer makes a stream of payments of greater than zero value 
--   to a receiver. 
data DirectionalLegUnderlyerValuation
instance Eq DirectionalLegUnderlyerValuation
instance Show DirectionalLegUnderlyerValuation
instance SchemaType DirectionalLegUnderlyerValuation
instance Extension DirectionalLegUnderlyerValuation DirectionalLegUnderlyer
 
-- | Container for Dividend Adjustment Periods, which are used 
--   to calculate the Deviation between Expected Dividend and 
--   Actual Dividend in that Period. 
data DividendAdjustment
instance Eq DividendAdjustment
instance Show DividendAdjustment
instance SchemaType DividendAdjustment
 
-- | A type describing the conditions governing the payment of 
--   dividends to the receiver of the equity return. With the 
--   exception of the dividend payout ratio, which is defined 
--   for each of the underlying components. 
data DividendConditions
instance Eq DividendConditions
instance Show DividendConditions
instance SchemaType DividendConditions
 
-- | A type describing the date on which the dividend will be 
--   paid/received. This type is also used to specify the date 
--   on which the FX rate will be determined, when applicable. 
data DividendPaymentDate
instance Eq DividendPaymentDate
instance Show DividendPaymentDate
instance SchemaType DividendPaymentDate
 
-- | Abstract base class of all time bounded dividend period 
--   types. 
data DividendPeriod
instance Eq DividendPeriod
instance Show DividendPeriod
instance SchemaType DividendPeriod
 
-- | A time bounded dividend period, with an expected dividend 
--   for each period. 
data DividendPeriodDividend
instance Eq DividendPeriodDividend
instance Show DividendPeriodDividend
instance SchemaType DividendPeriodDividend
instance Extension DividendPeriodDividend DividendPeriod
 
-- | A type for defining the merger events and their treatment. 
data EquityCorporateEvents
instance Eq EquityCorporateEvents
instance Show EquityCorporateEvents
instance SchemaType EquityCorporateEvents
 
-- | A type used to describe the amount paid for an equity 
--   option. 
data EquityPremium
instance Eq EquityPremium
instance Show EquityPremium
instance SchemaType EquityPremium
instance Extension EquityPremium PaymentBase
 
-- | A type for defining the strike price for an equity option. 
--   The strike price is either: (i) in respect of an index 
--   option transaction, the level of the relevant index 
--   specified or otherwise determined in the transaction; or 
--   (ii) in respect of a share option transaction, the price 
--   per share specified or otherwise determined in the 
--   transaction. This can be expressed either as a percentage 
--   of notional amount or as an absolute value. 
data EquityStrike
instance Eq EquityStrike
instance Show EquityStrike
instance SchemaType EquityStrike
 
-- | A type for defining how and when an equity option is to be 
--   valued. 
data EquityValuation
instance Eq EquityValuation
instance Show EquityValuation
instance SchemaType EquityValuation
 
-- | Where the underlying is shares, defines market events 
--   affecting the issuer of those shares that may require the 
--   terms of the transaction to be adjusted. 
data ExtraordinaryEvents
instance Eq ExtraordinaryEvents
instance Show ExtraordinaryEvents
instance SchemaType ExtraordinaryEvents
 
-- | Reference to a floating rate calculation of interest 
--   calculation component. 
data FloatingRateCalculationReference
instance Eq FloatingRateCalculationReference
instance Show FloatingRateCalculationReference
instance SchemaType FloatingRateCalculationReference
instance Extension FloatingRateCalculationReference Reference
 
-- | Defines the specification of the consequences of Index 
--   Events as defined by the 2002 ISDA Equity Derivatives 
--   Definitions. 
data IndexAdjustmentEvents
instance Eq IndexAdjustmentEvents
instance Show IndexAdjustmentEvents
instance SchemaType IndexAdjustmentEvents
 
-- | Specifies the calculation method of the interest rate leg 
--   of the return swap. Includes the floating or fixed rate 
--   calculation definitions, along with the determination of 
--   the day count fraction. 
data InterestCalculation
instance Eq InterestCalculation
instance Show InterestCalculation
instance SchemaType InterestCalculation
instance Extension InterestCalculation InterestAccrualsMethod
 
-- | A type describing the fixed income leg of the equity swap. 
data InterestLeg
instance Eq InterestLeg
instance Show InterestLeg
instance SchemaType InterestLeg
instance Extension InterestLeg DirectionalLeg
instance Extension InterestLeg Leg
 
-- | Component that holds the various dates used to specify the 
--   interest leg of the return swap. It is used to define the 
--   InterestPeriodDates identifyer. 
data InterestLegCalculationPeriodDates
instance Eq InterestLegCalculationPeriodDates
instance Show InterestLegCalculationPeriodDates
instance SchemaType InterestLegCalculationPeriodDates
 
-- | Reference to the calculation period dates of the interest 
--   leg. 
data InterestLegCalculationPeriodDatesReference
instance Eq InterestLegCalculationPeriodDatesReference
instance Show InterestLegCalculationPeriodDatesReference
instance SchemaType InterestLegCalculationPeriodDatesReference
instance Extension InterestLegCalculationPeriodDatesReference Reference
 
data InterestLegResetDates
instance Eq InterestLegResetDates
instance Show InterestLegResetDates
instance SchemaType InterestLegResetDates
 
-- | A type describing the amount that will paid or received on 
--   each of the payment dates. This type is used to define both 
--   the Equity Amount and the Interest Amount. 
data LegAmount
instance Eq LegAmount
instance Show LegAmount
instance SchemaType LegAmount
 
-- | Leg identity. 
data LegId
data LegIdAttributes
instance Eq LegId
instance Eq LegIdAttributes
instance Show LegId
instance Show LegIdAttributes
instance SchemaType LegId
instance Extension LegId Token60
 
-- | Version aware identification of a leg. 
data LegIdentifier
instance Eq LegIdentifier
instance Show LegIdentifier
instance SchemaType LegIdentifier
 
-- | A type to hold early exercise provisions. 
data MakeWholeProvisions
instance Eq MakeWholeProvisions
instance Show MakeWholeProvisions
instance SchemaType MakeWholeProvisions
 
-- | An abstract base class for all swap types which have a 
--   single netted leg, such as Variance Swaps, and Correlation 
--   Swaps. 
data NettedSwapBase
instance Eq NettedSwapBase
instance Show NettedSwapBase
instance SchemaType NettedSwapBase
instance Extension NettedSwapBase Product
 
-- | A type for defining option features. 
data OptionFeatures
instance Eq OptionFeatures
instance Show OptionFeatures
instance SchemaType OptionFeatures
 
-- | Specifies the principal exchange amount, either by 
--   explicitly defining it, or by point to an amount defined 
--   somewhere else in the swap document. 
data PrincipalExchangeAmount
instance Eq PrincipalExchangeAmount
instance Show PrincipalExchangeAmount
instance SchemaType PrincipalExchangeAmount
 
-- | Specifies each of the characteristics of the principal 
--   exchange cashflows, in terms of paying/receiving 
--   counterparties, amounts and dates. 
data PrincipalExchangeDescriptions
instance Eq PrincipalExchangeDescriptions
instance Show PrincipalExchangeDescriptions
instance SchemaType PrincipalExchangeDescriptions
 
-- | A type describing the principal exchange features of the 
--   return swap. 
data PrincipalExchangeFeatures
instance Eq PrincipalExchangeFeatures
instance Show PrincipalExchangeFeatures
instance SchemaType PrincipalExchangeFeatures
 
-- | A type for defining ISDA 2002 Equity Derivative 
--   Representations. 
data Representations
instance Eq Representations
instance Show Representations
instance SchemaType Representations
 
-- | A type describing the dividend return conditions applicable 
--   to the swap. 
data Return
instance Eq Return
instance Show Return
instance SchemaType Return
 
-- | A type describing the return leg of a return type swap. 
data ReturnLeg
instance Eq ReturnLeg
instance Show ReturnLeg
instance SchemaType ReturnLeg
instance Extension ReturnLeg ReturnSwapLegUnderlyer
instance Extension ReturnLeg DirectionalLeg
instance Extension ReturnLeg Leg
 
-- | A type describing the initial and final valuation of the 
--   underlyer. 
data ReturnLegValuation
instance Eq ReturnLegValuation
instance Show ReturnLegValuation
instance SchemaType ReturnLegValuation
 
data ReturnLegValuationPrice
instance Eq ReturnLegValuationPrice
instance Show ReturnLegValuationPrice
instance SchemaType ReturnLegValuationPrice
instance Extension ReturnLegValuationPrice Price
 
-- | A type describing return swaps including return swaps (long 
--   form), total return swaps, and variance swaps. 
data ReturnSwap
instance Eq ReturnSwap
instance Show ReturnSwap
instance SchemaType ReturnSwap
instance Extension ReturnSwap ReturnSwapBase
instance Extension ReturnSwap Product
 
-- | A type describing the additional payment(s) between the 
--   principal parties to the trade. This component extends some 
--   of the features of the additionalPayment component 
--   previously developed in FpML. Appropriate discussions will 
--   determine whether it would be appropriate to extend the 
--   shared component in order to meet the further requirements 
--   of equity swaps. 
data ReturnSwapAdditionalPayment
instance Eq ReturnSwapAdditionalPayment
instance Show ReturnSwapAdditionalPayment
instance SchemaType ReturnSwapAdditionalPayment
instance Extension ReturnSwapAdditionalPayment PaymentBase
 
-- | Specifies, in relation to each Payment Date, the amount to 
--   which the Payment Date relates. For Equity Swaps this 
--   element is equivalent to the Equity Amount term as defined 
--   in the ISDA 2002 Equity Derivatives Definitions. 
data ReturnSwapAmount
instance Eq ReturnSwapAmount
instance Show ReturnSwapAmount
instance SchemaType ReturnSwapAmount
instance Extension ReturnSwapAmount LegAmount
 
-- | A type describing the components that are common for return 
--   type swaps, including short and long form return swaps 
--   representations. 
data ReturnSwapBase
instance Eq ReturnSwapBase
instance Show ReturnSwapBase
instance SchemaType ReturnSwapBase
instance Extension ReturnSwapBase Product
 
-- | A type describing the date from which each of the party may 
--   be allowed to terminate the trade. 
data ReturnSwapEarlyTermination
instance Eq ReturnSwapEarlyTermination
instance Show ReturnSwapEarlyTermination
instance SchemaType ReturnSwapEarlyTermination
 
-- | A base class for all return leg types with an underlyer. 
data ReturnSwapLegUnderlyer
instance Eq ReturnSwapLegUnderlyer
instance Show ReturnSwapLegUnderlyer
instance SchemaType ReturnSwapLegUnderlyer
instance Extension ReturnSwapLegUnderlyer DirectionalLeg
 
-- | Specifies the notional of return type swap. When used in 
--   the equity leg, the definition will typically combine the 
--   actual amount (using the notional component defined by the 
--   FpML industry group) and the determination method. When 
--   used in the interest leg, the definition will typically 
--   point to the definition of the equity leg. 
data ReturnSwapNotional
instance Eq ReturnSwapNotional
instance Show ReturnSwapNotional
instance SchemaType ReturnSwapNotional
 
-- | A type describing the return payment dates of the swap. 
data ReturnSwapPaymentDates
instance Eq ReturnSwapPaymentDates
instance Show ReturnSwapPaymentDates
instance SchemaType ReturnSwapPaymentDates
 
-- | A type specifying the date from which the early termination 
--   clause can be exercised. 
data StartingDate
instance Eq StartingDate
instance Show StartingDate
instance SchemaType StartingDate
 
-- | A type describing the Stub Calculation Period. 
data StubCalculationPeriod
instance Eq StubCalculationPeriod
instance Show StubCalculationPeriod
instance SchemaType StubCalculationPeriod
 
-- | A type describing the variance amount of a variance swap. 
data Variance
instance Eq Variance
instance Show Variance
instance SchemaType Variance
instance Extension Variance CalculationFromObservation
 
-- | The fixed income amounts of the return type swap. 
elementInterestLeg :: XMLParser InterestLeg
elementToXMLInterestLeg :: InterestLeg -> [Content ()]
 
-- | Return amounts of the return type swap. 
elementReturnLeg :: XMLParser ReturnLeg
elementToXMLReturnLeg :: ReturnLeg -> [Content ()]
 
-- | Specifies the structure of a return type swap. It can 
--   represent return swaps, total return swaps, variance swaps. 
elementReturnSwap :: XMLParser ReturnSwap
elementToXMLReturnSwap :: ReturnSwap -> [Content ()]
 
-- | An placeholder for the actual Return Swap Leg definition. 
elementReturnSwapLeg :: XMLParser DirectionalLeg