Safe Haskell | Safe-Infered |
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- newtype PointValue = PointValue Decimal
- data CrossRate = CrossRate {}
- data CutName = CutName Scheme CutNameAttributes
- data CutNameAttributes = CutNameAttributes {}
- data DualCurrencyFeature = DualCurrencyFeature {}
- data DualCurrencyStrikePrice = DualCurrencyStrikePrice {}
- data ExchangeRate = ExchangeRate {}
- data FxAmericanExercise = FxAmericanExercise {
- fxAmericExerc_ID :: Maybe ID
- fxAmericExerc_commencementDate :: Maybe AdjustableOrRelativeDate
- fxAmericExerc_expiryDate :: Maybe Date
- fxAmericExerc_expiryTime :: Maybe BusinessCenterTime
- fxAmericExerc_cutName :: Maybe CutName
- fxAmericExerc_latestValueDate :: Maybe Date
- fxAmericExerc_multipleExercise :: Maybe FxMultipleExercise
- data FxAsianFeature = FxAsianFeature {
- fxAsianFeature_primaryRateSource :: Maybe InformationSource
- fxAsianFeature_secondaryRateSource :: Maybe InformationSource
- fxAsianFeature_fixingTime :: Maybe BusinessCenterTime
- fxAsianFeature_observationSchedule :: Maybe FxAverageRateObservationSchedule
- fxAsianFeature_rateObservation :: [FxAverageRateObservation]
- fxAsianFeature_rateObservationQuoteBasis :: Maybe StrikeQuoteBasisEnum
- fxAsianFeature_payoutFormula :: Maybe XsdString
- fxAsianFeature_precision :: Maybe NonNegativeInteger
- data FxAverageRateObservation = FxAverageRateObservation {}
- data FxAverageRateObservationSchedule = FxAverageRateObservationSchedule {}
- data FxBarrierFeature = FxBarrierFeature {
- fxBarrierFeature_barrierType :: Maybe FxBarrierTypeEnum
- fxBarrierFeature_quotedCurrencyPair :: Maybe QuotedCurrencyPair
- fxBarrierFeature_triggerRate :: Maybe PositiveDecimal
- fxBarrierFeature_informationSource :: [InformationSource]
- fxBarrierFeature_observationStartDate :: Maybe Date
- fxBarrierFeature_observationEndDate :: Maybe Date
- data FxBoundary = FxBoundary {}
- data Inclusive = Inclusive
- data Exclusive = Exclusive
- elementInclusive :: Parser (Content Posn) Inclusive
- elementExclusive :: Parser (Content Posn) Exclusive
- elementToXMLInclusive :: Inclusive -> [Content ()]
- elementToXMLExclusive :: Exclusive -> [Content ()]
- data FxDigitalAmericanExercise = FxDigitalAmericanExercise {
- fxDigitalAmericExerc_ID :: Maybe ID
- fxDigitalAmericExerc_commencementDate :: Maybe AdjustableOrRelativeDate
- fxDigitalAmericExerc_expiryDate :: Maybe Date
- fxDigitalAmericExerc_expiryTime :: Maybe BusinessCenterTime
- fxDigitalAmericExerc_cutName :: Maybe CutName
- fxDigitalAmericExerc_latestValueDate :: Maybe Date
- data FxDigitalOption = FxDigitalOption {
- fxDigitalOption_ID :: Maybe ID
- fxDigitalOption_primaryAssetClass :: Maybe AssetClass
- fxDigitalOption_secondaryAssetClass :: [AssetClass]
- fxDigitalOption_productType :: [ProductType]
- fxDigitalOption_productId :: [ProductId]
- fxDigitalOption_buyerPartyReference :: Maybe PartyReference
- fxDigitalOption_buyerAccountReference :: Maybe AccountReference
- fxDigitalOption_sellerPartyReference :: Maybe PartyReference
- fxDigitalOption_sellerAccountReference :: Maybe AccountReference
- fxDigitalOption_effectiveDate :: Maybe AdjustableOrRelativeDate
- fxDigitalOption_tenorPeriod :: Maybe Period
- fxDigitalOption_choice10 :: Maybe (OneOf2 (Maybe FxDigitalAmericanExercise, [FxTouch]) (Maybe FxEuropeanExercise, [FxTrigger]))
- fxDigitalOption_exerciseProcedure :: Maybe ExerciseProcedure
- fxDigitalOption_payout :: Maybe FxOptionPayout
- fxDigitalOption_premium :: [FxOptionPremium]
- data FxEuropeanExercise = FxEuropeanExercise {}
- data FxMultipleExercise = FxMultipleExercise {}
- data FxOption = FxOption {
- fxOption_ID :: Maybe ID
- fxOption_primaryAssetClass :: Maybe AssetClass
- fxOption_secondaryAssetClass :: [AssetClass]
- fxOption_productType :: [ProductType]
- fxOption_productId :: [ProductId]
- fxOption_buyerPartyReference :: Maybe PartyReference
- fxOption_buyerAccountReference :: Maybe AccountReference
- fxOption_sellerPartyReference :: Maybe PartyReference
- fxOption_sellerAccountReference :: Maybe AccountReference
- fxOption_effectiveDate :: Maybe AdjustableOrRelativeDate
- fxOption_tenorPeriod :: Maybe Period
- fxOption_choice10 :: OneOf2 FxAmericanExercise FxEuropeanExercise
- fxOption_exerciseProcedure :: Maybe ExerciseProcedure
- fxOption_putCurrencyAmount :: NonNegativeMoney
- fxOption_callCurrencyAmount :: NonNegativeMoney
- fxOption_soldAs :: Maybe PutCallEnum
- fxOption_strike :: FxStrikePrice
- fxOption_spotRate :: Maybe PositiveDecimal
- fxOption_features :: Maybe FxOptionFeatures
- fxOption_premium :: FxOptionPremium
- fxOption_cashSettlement :: Maybe FxCashSettlement
- data FxOptionFeatures = FxOptionFeatures {}
- data FxOptionPayout = FxOptionPayout {}
- data FxOptionPremium = FxOptionPremium {
- fxOptionPremium_ID :: Maybe ID
- fxOptionPremium_payerPartyReference :: Maybe PartyReference
- fxOptionPremium_payerAccountReference :: Maybe AccountReference
- fxOptionPremium_receiverPartyReference :: Maybe PartyReference
- fxOptionPremium_receiverAccountReference :: Maybe AccountReference
- fxOptionPremium_paymentDate :: Maybe AdjustableOrRelativeDate
- fxOptionPremium_paymentAmount :: Maybe NonNegativeMoney
- fxOptionPremium_settlementInformation :: Maybe SettlementInformation
- fxOptionPremium_quote :: Maybe PremiumQuote
- data FxSingleLeg = FxSingleLeg {
- fxSingleLeg_ID :: Maybe ID
- fxSingleLeg_primaryAssetClass :: Maybe AssetClass
- fxSingleLeg_secondaryAssetClass :: [AssetClass]
- fxSingleLeg_productType :: [ProductType]
- fxSingleLeg_productId :: [ProductId]
- fxSingleLeg_exchangedCurrency1 :: Payment
- fxSingleLeg_exchangedCurrency2 :: Payment
- fxSingleLeg_dealtCurrency :: Maybe DealtCurrencyEnum
- fxSingleLeg_choice7 :: Maybe (OneOf2 FxTenorPeriodEnum Period)
- fxSingleLeg_choice8 :: OneOf2 Date (Date, Date)
- fxSingleLeg_exchangeRate :: ExchangeRate
- fxSingleLeg_nonDeliverableSettlement :: Maybe FxCashSettlement
- data FxStrikePrice = FxStrikePrice {}
- data FxSwap = FxSwap {}
- data FxSwapLeg = FxSwapLeg {
- fxSwapLeg_ID :: Maybe ID
- fxSwapLeg_exchangedCurrency1 :: Payment
- fxSwapLeg_exchangedCurrency2 :: Payment
- fxSwapLeg_dealtCurrency :: Maybe DealtCurrencyEnum
- fxSwapLeg_choice3 :: Maybe (OneOf2 FxTenorPeriodEnum Period)
- fxSwapLeg_choice4 :: OneOf2 Date (Date, Date)
- fxSwapLeg_exchangeRate :: ExchangeRate
- fxSwapLeg_nonDeliverableSettlement :: Maybe FxCashSettlement
- data FxTouch = FxTouch {
- fxTouch_touchCondition :: Maybe TouchConditionEnum
- fxTouch_quotedCurrencyPair :: Maybe QuotedCurrencyPair
- fxTouch_triggerRate :: Maybe PositiveDecimal
- fxTouch_spotRate :: Maybe PositiveDecimal
- fxTouch_informationSource :: [InformationSource]
- fxTouch_observationStartDate :: Maybe Date
- fxTouch_observationEndDate :: Maybe Date
- data FxTrigger = FxTrigger {}
- data LowerBound = LowerBound {}
- data MoneyReference = MoneyReference {}
- data ObservationSchedule = ObservationSchedule {}
- data PremiumQuote = PremiumQuote {}
- data TermDeposit = TermDeposit {
- termDeposit_ID :: Maybe ID
- termDeposit_primaryAssetClass :: Maybe AssetClass
- termDeposit_secondaryAssetClass :: [AssetClass]
- termDeposit_productType :: [ProductType]
- termDeposit_productId :: [ProductId]
- termDeposit_payerPartyReference :: Maybe PartyReference
- termDeposit_payerAccountReference :: Maybe AccountReference
- termDeposit_receiverPartyReference :: Maybe PartyReference
- termDeposit_receiverAccountReference :: Maybe AccountReference
- termDeposit_startDate :: Maybe Date
- termDeposit_maturityDate :: Maybe Date
- termDeposit_choice10 :: Maybe (OneOf2 FxTenorPeriodEnum Period)
- termDeposit_principal :: Maybe PositiveMoney
- termDeposit_fixedRate :: Maybe PositiveDecimal
- termDeposit_dayCountFraction :: Maybe DayCountFraction
- termDeposit_features :: Maybe TermDepositFeatures
- termDeposit_interest :: Maybe Money
- termDeposit_payment :: [Payment]
- data TermDepositFeatures = TermDepositFeatures {}
- data UpperBound = UpperBound {}
- elementFxSingleLeg :: XMLParser FxSingleLeg
- elementToXMLFxSingleLeg :: FxSingleLeg -> [Content ()]
- elementFxSwap :: XMLParser FxSwap
- elementToXMLFxSwap :: FxSwap -> [Content ()]
- elementFxOption :: XMLParser FxOption
- elementToXMLFxOption :: FxOption -> [Content ()]
- elementFxDigitalOption :: XMLParser FxDigitalOption
- elementToXMLFxDigitalOption :: FxDigitalOption -> [Content ()]
- elementTermDeposit :: XMLParser TermDeposit
- elementToXMLTermDeposit :: TermDeposit -> [Content ()]
- module Data.FpML.V53.Shared.Option
Documentation
newtype PointValue Source
Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
CrossRate | |
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Allows for an expiryDateTime cut to be described by name.
data CutNameAttributes Source
data DualCurrencyFeature Source
Describes the parameters for a dual currency deposit.
DualCurrencyFeature | |
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data DualCurrencyStrikePrice Source
A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
DualCurrencyStrikePrice | |
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data ExchangeRate Source
A type that is used for describing the exchange rate for a particular transaction.
ExchangeRate | |
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data FxAmericanExercise Source
Describes the characteristics for american exercise of FX products.
FxAmericanExercise | |
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data FxAsianFeature Source
Descibes the averaging period properties for an asian option.
FxAsianFeature | |
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data FxAverageRateObservation Source
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
FxAverageRateObservation | |
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data FxAverageRateObservationSchedule Source
A type that describes average rate options rate observations. This is used to describe a parametric frequency of rate observations against a particular rate. Typical frequencies might include daily, every Friday, etc.
FxAverageRateObservationSchedule | |
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data FxBarrierFeature Source
Describes the properties of an Fx barrier.
FxBarrierFeature | |
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data FxBoundary Source
Describes a precise boundary value.
FxBoundary | |
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elementToXMLInclusive :: Inclusive -> [Content ()]Source
elementToXMLExclusive :: Exclusive -> [Content ()]Source
data FxDigitalAmericanExercise Source
Descrines the characteristics for American exercise in FX digital options.
FxDigitalAmericanExercise | |
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data FxDigitalOption Source
Describes an option having a triggerable fixed payout.
FxDigitalOption | |
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data FxEuropeanExercise Source
Describes the characteristics for European exercise of FX products.
FxEuropeanExercise | |
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data FxMultipleExercise Source
Describes the limits on the size of notional when multiple exercise is allowed.
FxMultipleExercise | |
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Describes an FX option with optional asian and barrier features.
FxOption | |
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data FxOptionFeatures Source
A type describing the features that may be present in an FX option.
FxOptionFeatures | |
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data FxOptionPayout Source
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
FxOptionPayout | |
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data FxOptionPremium Source
A type that specifies the premium exchanged for a single option trade or option strategy.
FxOptionPremium | |
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data FxSingleLeg Source
A type defining either a spot or forward FX transactions.
FxSingleLeg | |
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data FxStrikePrice Source
A type that describes the rate of exchange at which the option has been struck.
FxStrikePrice | |
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A type defining either a spotforward or forwardforward FX swap transaction.
FxSwap | |
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A type defining the details for one of the transactions in an FX swap.
FxSwapLeg | |
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Describes an FX touch condition.
FxTouch | |
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Describes an FX trigger condition.
FxTrigger | |
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data LowerBound Source
LowerBound | |
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data MoneyReference Source
References a Money instance.
data ObservationSchedule Source
ObservationSchedule | |
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data PremiumQuote Source
A type that describes the option premium as quoted.
PremiumQuote | |
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data TermDeposit Source
A class defining the content model for a term deposit product.
TermDeposit | |
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data UpperBound Source
UpperBound | |
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elementFxSingleLeg :: XMLParser FxSingleLegSource
A simple FX spot or forward transaction definition.
elementFxSwap :: XMLParser FxSwapSource
An FX Swap transaction definition.
elementToXMLFxSwap :: FxSwap -> [Content ()]Source
elementFxOption :: XMLParser FxOptionSource
An FX option transaction definition.
elementToXMLFxOption :: FxOption -> [Content ()]Source
elementFxDigitalOption :: XMLParser FxDigitalOptionSource
An FX digital option transaction definition.
elementTermDeposit :: XMLParser TermDepositSource
A term deposit product definition.
module Data.FpML.V53.Shared.Option