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Data.FpML.V53.Reporting.Valuation

Synopsis

Documentation

data ReportContents Source

A type used to describe the scope/contents of a report.

Constructors

ReportContents

Fields

reportConten_partyReference :: Maybe PartyReference: The party for which this report was generated.
reportConten_accountReference :: Maybe AccountReference: The account for which this report was generated.
reportConten_category :: [TradeCategory]: Used to categorize trades into user-defined categories, such as house trades vs. customer trades.
reportConten_primaryAssetClass :: Maybe AssetClass: A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
reportConten_secondaryAssetClass :: [AssetClass]: A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
reportConten_productType :: [ProductType]: A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
reportConten_queryPortfolio :: Maybe QueryPortfolio: The desired query portfolio.

Instances

Eq ReportContents
Show ReportContents
SchemaType ReportContents

data PortfolioValuationItem Source

A type used in valuation enquiry messages which relates a portfolio to its trades and current value.

Constructors

PortfolioValuationItem
Fields portfValItem_portfolio :: Maybe Portfolio Global portfolio element used as a basis for a substitution group. portfValItem_tradeValuationItem :: [TradeValuationItem] Zero or more trade valuation items. portfValItem_valuationSet :: Maybe ValuationSet

Instances

Eq PortfolioValuationItem
Show PortfolioValuationItem
SchemaType PortfolioValuationItem

data RequestValuationReport Source

A type defining the content model for a message allowing one party a report containing valuations of one or many existing trades.

Constructors

RequestValuationReport

Fields

reqValReport_fpmlVersion :: XsdString: Indicate which version of the FpML Schema an FpML message adheres to.
reqValReport_expectedBuild :: Maybe PositiveInteger: This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
reqValReport_actualBuild :: Maybe PositiveInteger: The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
reqValReport_header :: Maybe RequestMessageHeader
reqValReport_validation :: [Validation]: A list of validation sets the sender asserts the document is valid with respect to.
reqValReport_isCorrection :: Maybe Boolean: Indicates if this message corrects an earlier request.
reqValReport_parentCorrelationId :: Maybe CorrelationId: An optional identifier used to correlate between related processes
reqValReport_correlationId :: [CorrelationId]: A qualified identifier used to correlate between messages
reqValReport_sequenceNumber :: Maybe PositiveInteger: A numeric value that can be used to order messages with the same correlation identifier from the same sender.
reqValReport_onBehalfOf :: [OnBehalfOf]: Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message.
reqValReport_reportContents :: Maybe ReportContents: The specific characteristics to be included in the report.
reqValReport_asOfDate :: Maybe IdentifiedDate: The date for which this report is requested.
reqValReport_party :: [Party]
reqValReport_account :: [Account]: Optional account information used to precisely define the origination and destination of financial instruments.
reqValReport_market :: Maybe Market: This is a global element used for creating global types. It holds Market information, e.g. curves, surfaces, quotes, etc.
reqValReport_portfolioValuationItem :: [PortfolioValuationItem]: An instance of a unique portfolio valuation.
reqValReport_tradeValuationItem :: [TradeValuationItem]: An instance of a unique trade valuation.

Instances

Eq RequestValuationReport
Show RequestValuationReport
SchemaType RequestValuationReport
Extension RequestValuationReport Document
Extension RequestValuationReport RequestMessage
Extension RequestValuationReport Message
Extension RequestValuationReport CorrectableRequestMessage

data TradeValuationItem Source

A type used in trade valuation enquiry messages which relates a trade identifier to its current value.

Constructors

TradeValuationItem
Fields tradeValItem_choice0 :: Maybe (OneOf2 [PartyTradeIdentifier] Trade) Choice between: One or more trade identifiers needed to uniquely identify a trade. Fully-described trades whose values are reported. tradeValItem_valuationSet :: Maybe ValuationSet

Instances

Eq TradeValuationItem
Show TradeValuationItem
SchemaType TradeValuationItem

data ValuationReport Source

A type defining the content model for a message normally generated in response to a RequestValuationReport request.

Constructors

ValuationReport

Fields

valReport_fpmlVersion :: XsdString: Indicate which version of the FpML Schema an FpML message adheres to.
valReport_expectedBuild :: Maybe PositiveInteger: This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
valReport_actualBuild :: Maybe PositiveInteger: The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
valReport_header :: Maybe NotificationMessageHeader
valReport_validation :: [Validation]: A list of validation sets the sender asserts the document is valid with respect to.
valReport_parentCorrelationId :: Maybe CorrelationId: An optional identifier used to correlate between related processes
valReport_correlationId :: [CorrelationId]: A qualified identifier used to correlate between messages
valReport_sequenceNumber :: Maybe PositiveInteger: A numeric value that can be used to order messages with the same correlation identifier from the same sender.
valReport_onBehalfOf :: [OnBehalfOf]: Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message.
valReport_reportIdentification :: Maybe ReportIdentification: Identifiers for the report instance and section.
valReport_reportContents :: Maybe ReportContents: The specific characteristics included in the report.
valReport_asOfDate :: Maybe IdentifiedDate: The date for which this request was generated.
valReport_party :: [Party]
valReport_account :: [Account]: Optional account information used to precisely define the origination and destination of financial instruments.
valReport_market :: Maybe Market: This is a global element used for creating global types. It holds Market information, e.g. curves, surfaces, quotes, etc.
valReport_portfolioValuationItem :: [PortfolioValuationItem]: An instance of a unique portfolio valuation.
valReport_tradeValuationItem :: [TradeValuationItem]: A collection of data values describing the state of the given trade.

Instances

Eq ValuationReport
Show ValuationReport
SchemaType ValuationReport
Extension ValuationReport Document
Extension ValuationReport NotificationMessage
Extension ValuationReport Message

data ValuationReportRetracted Source

A type defining the content model for a message that retracts a valuation report. This says that the most recently supplied valuation is erroneous and a previous value should be used.

Constructors

ValuationReportRetracted

Fields

valReportRetrac_fpmlVersion :: XsdString: Indicate which version of the FpML Schema an FpML message adheres to.
valReportRetrac_expectedBuild :: Maybe PositiveInteger: This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.
valReportRetrac_actualBuild :: Maybe PositiveInteger: The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.
valReportRetrac_header :: Maybe NotificationMessageHeader
valReportRetrac_validation :: [Validation]: A list of validation sets the sender asserts the document is valid with respect to.
valReportRetrac_parentCorrelationId :: Maybe CorrelationId: An optional identifier used to correlate between related processes
valReportRetrac_correlationId :: [CorrelationId]: A qualified identifier used to correlate between messages
valReportRetrac_sequenceNumber :: Maybe PositiveInteger: A numeric value that can be used to order messages with the same correlation identifier from the same sender.
valReportRetrac_onBehalfOf :: [OnBehalfOf]: Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message.
valReportRetrac_reportIdentification :: Maybe ReportIdentification: Identifiers for the report instance and section.
valReportRetrac_reportContents :: Maybe ReportContents: The specific characteristics included in the report.
valReportRetrac_asOfDate :: Maybe IdentifiedDate: The date for which this request was generated.
valReportRetrac_partyTradeIdentifier :: [PartyTradeIdentifier]: One or more trade identifiers needed to uniquely identify a trade.
valReportRetrac_party :: [Party]
valReportRetrac_account :: [Account]: Optional account information used to precisely define the origination and destination of financial instruments.

Instances

Eq ValuationReportRetracted
Show ValuationReportRetracted
SchemaType ValuationReportRetracted
Extension ValuationReportRetracted Document
Extension ValuationReportRetracted NotificationMessage
Extension ValuationReportRetracted Message

elementPortfolio :: XMLParser Portfolio Source

Global portfolio element used as a basis for a substitution group.

elementToXMLPortfolio :: Portfolio -> [Content ()]Source

elementQueryPortfolio :: XMLParser QueryPortfolio Source

Global element used to substitute for portfolio.

elementToXMLQueryPortfolio :: QueryPortfolio -> [Content ()]Source

elementRequestValuationReport :: XMLParser RequestValuationReport Source

Reporting messages.

elementToXMLRequestValuationReport :: RequestValuationReport -> [Content ()]Source

elementValuationReport :: XMLParser ValuationReport Source

elementToXMLValuationReport :: ValuationReport -> [Content ()]Source

elementValuationReportRetracted :: XMLParser ValuationReportRetracted Source

elementToXMLValuationReportRetracted :: ValuationReportRetracted -> [Content ()]Source

elementValuationReportAcknowledgement :: XMLParser Acknowledgement Source

elementToXMLValuationReportAcknowledgement :: Acknowledgement -> [Content ()]Source

elementValuationReportException :: XMLParser Exception Source

elementToXMLValuationReportException :: Exception -> [Content ()]Source

module Data.FpML.V53.Events.Business

module Data.FpML.V53.Valuation