{-# LANGUAGE MultiParamTypeClasses, FunctionalDependencies #-} {-# OPTIONS_GHC -fno-warn-duplicate-exports #-} module Data.FpML.V53.Valuation ( module Data.FpML.V53.Valuation , module Data.FpML.V53.Enum , module Data.FpML.V53.Riskdef , module Data.FpML.V53.Msg , module Data.FpML.V53.Events.Business ) 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.Enum import {-# SOURCE #-} Data.FpML.V53.Riskdef import {-# SOURCE #-} Data.FpML.V53.Msg import {-# SOURCE #-} Data.FpML.V53.Events.Business -- | A structure that holds a set of measures about an asset, -- including possibly their sensitivities. data AssetValuation instance Eq AssetValuation instance Show AssetValuation instance SchemaType AssetValuation instance Extension AssetValuation Valuation -- | A valuation scenario that is derived from another valuation -- scenario. data DerivedValuationScenario instance Eq DerivedValuationScenario instance Show DerivedValuationScenario instance SchemaType DerivedValuationScenario -- | Some kind of numerical measure about an asset, eg. its NPV, -- together with characteristics of that measure, together -- with optional sensitivities. data Quotation instance Eq Quotation instance Show Quotation instance SchemaType Quotation -- | The roles of the parties in reporting information such as -- positions. data ReportingRoles instance Eq ReportingRoles instance Show ReportingRoles instance SchemaType ReportingRoles -- | An servicing date relevant for a trade structure, such as a -- payment or a reset. data ScheduledDate instance Eq ScheduledDate instance Show ScheduledDate instance SchemaType ScheduledDate -- | A list of dates (cash flows, resets, etc.) that are -- relevant for this structure, e.g. next cash flow, last -- reset, etc. Provides a way to list upcoming or recent -- servicing dates related to this trade stream in a way that -- is simpler and more flexible than the FpML "cashflows" -- structure. data ScheduledDates instance Eq ScheduledDates instance Show ScheduledDates instance SchemaType ScheduledDates -- | A scheme used to identify the type of a stream scheduled -- servicing date. data ScheduledDateType data ScheduledDateTypeAttributes instance Eq ScheduledDateType instance Eq ScheduledDateTypeAttributes instance Show ScheduledDateType instance Show ScheduledDateTypeAttributes instance SchemaType ScheduledDateType instance Extension ScheduledDateType Scheme -- | The sensitivity of a value to a defined change in input -- parameters. data Sensitivity data SensitivityAttributes instance Eq Sensitivity instance Eq SensitivityAttributes instance Show Sensitivity instance Show SensitivityAttributes instance SchemaType Sensitivity instance Extension Sensitivity Xsd.Decimal -- | A collection of sensitivities. References a definition that -- explains the meaning/type of the sensitivities. data SensitivitySet instance Eq SensitivitySet instance Show SensitivitySet instance SchemaType SensitivitySet -- | A set of valuation. data Valuations instance Eq Valuations instance Show Valuations instance SchemaType Valuations -- | A set of valuation inputs and results. This structure can -- be used for requesting valuations, or for reporting them. -- In general, the request fills in fewer elements. data ValuationSet instance Eq ValuationSet instance Show ValuationSet instance SchemaType ValuationSet -- | The amount of detail provided in the valuation set, e.g. is -- market environment data provided, are risk definitions -- provided, etc. data ValuationSetDetail data ValuationSetDetailAttributes instance Eq ValuationSetDetail instance Eq ValuationSetDetailAttributes instance Show ValuationSetDetail instance Show ValuationSetDetailAttributes instance SchemaType ValuationSetDetail instance Extension ValuationSetDetail Scheme elementValuationSet :: XMLParser ValuationSet elementToXMLValuationSet :: ValuationSet -> [Content ()] -- | A collection of related trades or positions and the -- corresponding aggregate exposures generated by these. data Position instance Eq Position instance Show Position instance SchemaType Position -- | A list of events that have affected a position. data PositionHistory instance Eq PositionHistory instance Show PositionHistory instance SchemaType PositionHistory -- | The items (trades, trade references, holdings, other -- positions) that comprise this position. Currently a -- position may consist only of a single trade, a reference to -- a previously submitted position, or a reference to the -- trade. The choice structure is optional to allow extensions -- to be placed within this container. data PositionConstituent instance Eq PositionConstituent instance Show PositionConstituent instance SchemaType PositionConstituent