| Safe Haskell | Safe-Infered |
|---|
Data.FpML.V53.Shared.EQ
- data AdditionalDisruptionEvents = AdditionalDisruptionEvents {
- addDisrupEvents_changeInLaw :: Maybe Boolean
- addDisrupEvents_failureToDeliver :: Maybe Boolean
- addDisrupEvents_insolvencyFiling :: Maybe Boolean
- addDisrupEvents_hedgingDisruption :: Maybe Boolean
- addDisrupEvents_lossOfStockBorrow :: Maybe Boolean
- addDisrupEvents_maximumStockLoanRate :: Maybe RestrictedPercentage
- addDisrupEvents_increasedCostOfStockBorrow :: Maybe Boolean
- addDisrupEvents_initialStockLoanRate :: Maybe RestrictedPercentage
- addDisrupEvents_increasedCostOfHedging :: Maybe Boolean
- addDisrupEvents_determiningPartyReference :: Maybe PartyReference
- addDisrupEvents_foreignOwnershipEvent :: Maybe Boolean
- data AdditionalPaymentAmount = AdditionalPaymentAmount {}
- data AdjustableDateOrRelativeDateSequence = AdjustableDateOrRelativeDateSequence {}
- data BoundedCorrelation = BoundedCorrelation {}
- data BoundedVariance = BoundedVariance {}
- data CalculatedAmount
- data CalculationFromObservation
- data Compounding = Compounding {}
- data CompoundingRate = CompoundingRate {}
- data Correlation = Correlation {
- correlation_choice0 :: Maybe (OneOf3 Decimal Boolean Boolean)
- correlation_expectedN :: Maybe PositiveInteger
- correlation_notionalAmount :: Maybe NonNegativeMoney
- correlation_strikePrice :: Maybe CorrelationValue
- correlation_boundedCorrelation :: Maybe BoundedCorrelation
- correlation_numberOfDataSeries :: Maybe PositiveInteger
- data DirectionalLeg
- data DirectionalLegUnderlyer
- data DirectionalLegUnderlyerValuation
- data DividendAdjustment = DividendAdjustment {}
- data DividendConditions = DividendConditions {
- dividCondit_dividendReinvestment :: Maybe Boolean
- dividCondit_dividendEntitlement :: Maybe DividendEntitlementEnum
- dividCondit_dividendAmount :: Maybe DividendAmountTypeEnum
- dividCondit_dividendPaymentDate :: Maybe DividendPaymentDate
- dividCondit_choice4 :: Maybe (OneOf2 (Maybe DateReference, Maybe DateReference) DividendPeriodEnum)
- dividCondit_extraOrdinaryDividends :: Maybe PartyReference
- dividCondit_excessDividendAmount :: Maybe DividendAmountTypeEnum
- dividCondit_choice7 :: Maybe (OneOf3 IdentifiedCurrency DeterminationMethod IdentifiedCurrencyReference)
- dividCondit_dividendFxTriggerDate :: Maybe DividendPaymentDate
- dividCondit_interestAccrualsMethod :: Maybe InterestAccrualsCompoundingMethod
- dividCondit_numberOfIndexUnits :: Maybe NonNegativeDecimal
- dividCondit_declaredCashDividendPercentage :: Maybe NonNegativeDecimal
- dividCondit_declaredCashEquivalentDividendPercentage :: Maybe NonNegativeDecimal
- dividCondit_nonCashDividendTreatment :: Maybe NonCashDividendTreatmentEnum
- dividCondit_dividendComposition :: Maybe DividendCompositionEnum
- dividCondit_specialDividends :: Maybe Boolean
- data DividendPaymentDate = DividendPaymentDate {}
- data DividendPeriod
- data DividendPeriodDividend = DividendPeriodDividend {
- dividPeriodDivid_ID :: Maybe ID
- dividPeriodDivid_unadjustedStartDate :: Maybe IdentifiedDate
- dividPeriodDivid_unadjustedEndDate :: Maybe IdentifiedDate
- dividPeriodDivid_dateAdjustments :: Maybe BusinessDayAdjustments
- dividPeriodDivid_underlyerReference :: Maybe AssetReference
- dividPeriodDivid_dividend :: Maybe NonNegativeMoney
- dividPeriodDivid_multiplier :: Maybe PositiveDecimal
- data EquityCorporateEvents = EquityCorporateEvents {}
- data EquityPremium = EquityPremium {
- equityPremium_ID :: Maybe ID
- equityPremium_payerPartyReference :: Maybe PartyReference
- equityPremium_payerAccountReference :: Maybe AccountReference
- equityPremium_receiverPartyReference :: Maybe PartyReference
- equityPremium_receiverAccountReference :: Maybe AccountReference
- equityPremium_premiumType :: Maybe PremiumTypeEnum
- equityPremium_paymentAmount :: Maybe NonNegativeMoney
- equityPremium_paymentDate :: Maybe AdjustableDate
- equityPremium_swapPremium :: Maybe Boolean
- equityPremium_pricePerOption :: Maybe NonNegativeMoney
- equityPremium_percentageOfNotional :: Maybe NonNegativeDecimal
- data EquityStrike = EquityStrike {}
- data EquityValuation = EquityValuation {
- equityVal_ID :: Maybe ID
- equityVal_choice0 :: Maybe (OneOf2 AdjustableDateOrRelativeDateSequence AdjustableRelativeOrPeriodicDates)
- equityVal_valuationTimeType :: Maybe TimeTypeEnum
- equityVal_valuationTime :: Maybe BusinessCenterTime
- equityVal_futuresPriceValuation :: Maybe Boolean
- equityVal_optionsPriceValuation :: Maybe Boolean
- equityVal_numberOfValuationDates :: Maybe NonNegativeInteger
- equityVal_dividendValuationDates :: Maybe AdjustableRelativeOrPeriodicDates
- equityVal_fPVFinalPriceElectionFallback :: Maybe FPVFinalPriceElectionFallbackEnum
- data ExtraordinaryEvents = ExtraordinaryEvents {
- extraEvents_mergerEvents :: Maybe EquityCorporateEvents
- extraEvents_tenderOffer :: Maybe Boolean
- extraEvents_tenderOfferEvents :: Maybe EquityCorporateEvents
- extraEvents_compositionOfCombinedConsideration :: Maybe Boolean
- extraEvents_indexAdjustmentEvents :: Maybe IndexAdjustmentEvents
- extraEvents_choice5 :: Maybe (OneOf2 AdditionalDisruptionEvents Boolean)
- extraEvents_representations :: Maybe Representations
- extraEvents_nationalisationOrInsolvency :: Maybe NationalisationOrInsolvencyOrDelistingEventEnum
- extraEvents_delisting :: Maybe NationalisationOrInsolvencyOrDelistingEventEnum
- extraEvents_relatedExchangeId :: [ExchangeId]
- extraEvents_optionsExchangeId :: [ExchangeId]
- extraEvents_specifiedExchangeId :: [ExchangeId]
- data FloatingRateCalculationReference = FloatingRateCalculationReference {}
- data IndexAdjustmentEvents = IndexAdjustmentEvents {}
- data InterestCalculation = InterestCalculation {}
- data InterestLeg = InterestLeg {
- interestLeg_ID :: Maybe ID
- interestLeg_legIdentifier :: [LegIdentifier]
- interestLeg_payerPartyReference :: Maybe PartyReference
- interestLeg_payerAccountReference :: Maybe AccountReference
- interestLeg_receiverPartyReference :: Maybe PartyReference
- interestLeg_receiverAccountReference :: Maybe AccountReference
- interestLeg_effectiveDate :: Maybe AdjustableOrRelativeDate
- interestLeg_terminationDate :: Maybe AdjustableOrRelativeDate
- interestLeg_calculationPeriodDates :: Maybe InterestLegCalculationPeriodDates
- interestLeg_notional :: Maybe ReturnSwapNotional
- interestLeg_interestAmount :: Maybe LegAmount
- interestLeg_interestCalculation :: InterestCalculation
- interestLeg_stubCalculationPeriod :: Maybe StubCalculationPeriod
- data InterestLegCalculationPeriodDates = InterestLegCalculationPeriodDates {
- interLegCalcPeriodDates_ID :: ID
- interLegCalcPeriodDates_effectiveDate :: Maybe AdjustableOrRelativeDate
- interLegCalcPeriodDates_terminationDate :: Maybe AdjustableOrRelativeDate
- interLegCalcPeriodDates_interestLegResetDates :: Maybe InterestLegResetDates
- interLegCalcPeriodDates_interestLegPaymentDates :: Maybe AdjustableRelativeOrPeriodicDates2
- data InterestLegCalculationPeriodDatesReference = InterestLegCalculationPeriodDatesReference {
- ilcpdr_href :: IDREF
- data InterestLegResetDates = InterestLegResetDates {
- interLegResetDates_calculationPeriodDatesReference :: Maybe InterestLegCalculationPeriodDatesReference
- interLegResetDates_choice1 :: Maybe (OneOf2 ResetRelativeToEnum ResetFrequency)
- interLegResetDates_initialFixingDate :: Maybe RelativeDateOffset
- interLegResetDates_fixingDates :: Maybe AdjustableDatesOrRelativeDateOffset
- data LegAmount = LegAmount {}
- data LegId = LegId Token60 LegIdAttributes
- data LegIdAttributes = LegIdAttributes {}
- data LegIdentifier = LegIdentifier {}
- data MakeWholeProvisions = MakeWholeProvisions {}
- data NettedSwapBase
- data OptionFeatures = OptionFeatures {}
- data PrincipalExchangeAmount = PrincipalExchangeAmount {}
- data PrincipalExchangeDescriptions = PrincipalExchangeDescriptions {
- princExchDescr_payerPartyReference :: Maybe PartyReference
- princExchDescr_payerAccountReference :: Maybe AccountReference
- princExchDescr_receiverPartyReference :: Maybe PartyReference
- princExchDescr_receiverAccountReference :: Maybe AccountReference
- princExchDescr_principalExchangeAmount :: Maybe PrincipalExchangeAmount
- princExchDescr_principalExchangeDate :: Maybe AdjustableOrRelativeDate
- data PrincipalExchangeFeatures = PrincipalExchangeFeatures {}
- data Representations = Representations {}
- data Return = Return {}
- data ReturnLeg = ReturnLeg {
- returnLeg_ID :: Maybe ID
- returnLeg_legIdentifier :: [LegIdentifier]
- returnLeg_payerPartyReference :: Maybe PartyReference
- returnLeg_payerAccountReference :: Maybe AccountReference
- returnLeg_receiverPartyReference :: Maybe PartyReference
- returnLeg_receiverAccountReference :: Maybe AccountReference
- returnLeg_effectiveDate :: Maybe AdjustableOrRelativeDate
- returnLeg_terminationDate :: Maybe AdjustableOrRelativeDate
- returnLeg_strikeDate :: Maybe AdjustableOrRelativeDate
- returnLeg_underlyer :: Underlyer
- returnLeg_rateOfReturn :: ReturnLegValuation
- returnLeg_notional :: Maybe ReturnSwapNotional
- returnLeg_amount :: ReturnSwapAmount
- returnLeg_return :: Maybe Return
- returnLeg_notionalAdjustments :: Maybe NotionalAdjustmentEnum
- returnLeg_fxFeature :: Maybe FxFeature
- returnLeg_averagingDates :: Maybe AveragingPeriod
- data ReturnLegValuation = ReturnLegValuation {
- returnLegVal_initialPrice :: Maybe ReturnLegValuationPrice
- returnLegVal_notionalReset :: Maybe Boolean
- returnLegVal_valuationPriceInterim :: Maybe ReturnLegValuationPrice
- returnLegVal_valuationPriceFinal :: Maybe ReturnLegValuationPrice
- returnLegVal_paymentDates :: Maybe ReturnSwapPaymentDates
- returnLegVal_exchangeTradedContractNearest :: Maybe ExchangeTradedContract
- data ReturnLegValuationPrice = ReturnLegValuationPrice {
- returnLegValPrice_commission :: Maybe Commission
- returnLegValPrice_choice1 :: OneOf3 (DeterminationMethod, Maybe ActualPrice, Maybe ActualPrice, Maybe Decimal, Maybe FxConversion) AmountReference (Maybe ActualPrice, Maybe ActualPrice, Maybe Decimal, Maybe FxConversion)
- returnLegValPrice_cleanNetPrice :: Maybe Decimal
- returnLegValPrice_quotationCharacteristics :: Maybe QuotationCharacteristics
- returnLegValPrice_valuationRules :: Maybe EquityValuation
- data ReturnSwap = ReturnSwap {
- returnSwap_ID :: Maybe ID
- returnSwap_primaryAssetClass :: Maybe AssetClass
- returnSwap_secondaryAssetClass :: [AssetClass]
- returnSwap_productType :: [ProductType]
- returnSwap_productId :: [ProductId]
- returnSwap_buyerPartyReference :: Maybe PartyReference
- returnSwap_buyerAccountReference :: Maybe AccountReference
- returnSwap_sellerPartyReference :: Maybe PartyReference
- returnSwap_sellerAccountReference :: Maybe AccountReference
- returnSwap_leg :: [DirectionalLeg]
- returnSwap_principalExchangeFeatures :: Maybe PrincipalExchangeFeatures
- returnSwap_additionalPayment :: [ReturnSwapAdditionalPayment]
- returnSwap_earlyTermination :: [ReturnSwapEarlyTermination]
- returnSwap_extraordinaryEvents :: Maybe ExtraordinaryEvents
- data ReturnSwapAdditionalPayment = ReturnSwapAdditionalPayment {
- returnSwapAddPayment_ID :: Maybe ID
- returnSwapAddPayment_payerPartyReference :: Maybe PartyReference
- returnSwapAddPayment_payerAccountReference :: Maybe AccountReference
- returnSwapAddPayment_receiverPartyReference :: Maybe PartyReference
- returnSwapAddPayment_receiverAccountReference :: Maybe AccountReference
- returnSwapAddPayment_additionalPaymentAmount :: Maybe AdditionalPaymentAmount
- returnSwapAddPayment_additionalPaymentDate :: Maybe AdjustableOrRelativeDate
- returnSwapAddPayment_paymentType :: Maybe PaymentType
- data ReturnSwapAmount = ReturnSwapAmount {
- returnSwapAmount_choice0 :: Maybe (OneOf3 IdentifiedCurrency DeterminationMethod IdentifiedCurrencyReference)
- returnSwapAmount_choice1 :: Maybe (OneOf3 ReferenceAmount Formula Base64Binary)
- returnSwapAmount_calculationDates :: Maybe AdjustableRelativeOrPeriodicDates
- returnSwapAmount_cashSettlement :: Maybe Boolean
- returnSwapAmount_optionsExchangeDividends :: Maybe Boolean
- returnSwapAmount_additionalDividends :: Maybe Boolean
- returnSwapAmount_allDividends :: Maybe Boolean
- data ReturnSwapBase
- data ReturnSwapEarlyTermination = ReturnSwapEarlyTermination {}
- data ReturnSwapLegUnderlyer = ReturnSwapLegUnderlyer_ReturnLeg ReturnLeg
- data ReturnSwapNotional = ReturnSwapNotional {}
- data ReturnSwapPaymentDates = ReturnSwapPaymentDates {}
- data StartingDate = StartingDate {}
- data StubCalculationPeriod = StubCalculationPeriod {}
- data Variance = Variance {
- variance_choice0 :: Maybe (OneOf3 Decimal Boolean Boolean)
- variance_expectedN :: Maybe PositiveInteger
- variance_amount :: Maybe NonNegativeMoney
- variance_choice3 :: Maybe (OneOf2 NonNegativeDecimal NonNegativeDecimal)
- variance_cap :: Maybe Boolean
- variance_unadjustedVarianceCap :: Maybe PositiveDecimal
- variance_boundedVariance :: Maybe BoundedVariance
- variance_exchangeTradedContractNearest :: Maybe ExchangeTradedContract
- variance_vegaNotionalAmount :: Maybe Decimal
- elementInterestLeg :: XMLParser InterestLeg
- elementToXMLInterestLeg :: InterestLeg -> [Content ()]
- elementReturnLeg :: XMLParser ReturnLeg
- elementToXMLReturnLeg :: ReturnLeg -> [Content ()]
- elementReturnSwap :: XMLParser ReturnSwap
- elementToXMLReturnSwap :: ReturnSwap -> [Content ()]
- elementReturnSwapLeg :: XMLParser DirectionalLeg
- elementToXMLReturnSwapLeg :: DirectionalLeg -> [Content ()]
- module Data.FpML.V53.Shared.Option
Documentation
data AdditionalDisruptionEvents Source
A type for defining ISDA 2002 Equity Derivative Additional Disruption Events.
Constructors
| AdditionalDisruptionEvents | |
Fields
| |
data AdditionalPaymentAmount Source
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
Constructors
| AdditionalPaymentAmount | |
Fields
| |
data AdjustableDateOrRelativeDateSequence Source
A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.
Constructors
| AdjustableDateOrRelativeDateSequence | |
Fields
| |
data BoundedCorrelation Source
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Constructors
| BoundedCorrelation | |
Fields
| |
data BoundedVariance Source
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.
Constructors
| BoundedVariance | |
Fields
| |
data CalculatedAmount Source
An abstract base class for all calculated money amounts, which are in the currency of the cash multiplier of the calculation.
data CalculationFromObservation Source
Abstract base class for all calculation from observed values.
data Compounding Source
Specifies the compounding method and the compounding rate.
Constructors
| Compounding | |
Fields
| |
Instances
data CompoundingRate Source
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.
Constructors
| CompoundingRate | |
Fields
| |
data Correlation Source
A type describing the correlation amount of a correlation swap.
Constructors
| Correlation | |
Fields
| |
data DirectionalLeg Source
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.
Constructors
Instances
data DirectionalLegUnderlyer Source
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.
Constructors
| DirectionalLegUnderlyer_DirectionalLegUnderlyerValuation DirectionalLegUnderlyerValuation | |
| DirectionalLegUnderlyer_DividendLeg DividendLeg |
Instances
data DirectionalLegUnderlyerValuation Source
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.
Constructors
| DirectionalLegUnderlyerValuation_CorrelationLeg CorrelationLeg | |
| DirectionalLegUnderlyerValuation_VarianceLeg VarianceLeg |
Instances
data DividendAdjustment Source
Container for Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
Constructors
| DividendAdjustment | |
Fields
| |
data DividendConditions Source
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.
Constructors
| DividendConditions | |
Fields
| |
data DividendPaymentDate Source
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.
Constructors
| DividendPaymentDate | |
Fields
| |
data DividendPeriod Source
Abstract base class of all time bounded dividend period types.
data DividendPeriodDividend Source
A time bounded dividend period, with an expected dividend for each period.
Constructors
| DividendPeriodDividend | |
Fields
| |
data EquityCorporateEvents Source
A type for defining the merger events and their treatment.
Constructors
| EquityCorporateEvents | |
Fields
| |
data EquityPremium Source
A type used to describe the amount paid for an equity option.
Constructors
| EquityPremium | |
Fields
| |
data EquityStrike Source
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.
Constructors
| EquityStrike | |
Fields
| |
Instances
data EquityValuation Source
A type for defining how and when an equity option is to be valued.
Constructors
| EquityValuation | |
Fields
| |
data ExtraordinaryEvents Source
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.
Constructors
| ExtraordinaryEvents | |
Fields
| |
data FloatingRateCalculationReference Source
Reference to a floating rate calculation of interest calculation component.
Constructors
| FloatingRateCalculationReference | |
Fields | |
data IndexAdjustmentEvents Source
Defines the specification of the consequences of Index Events as defined by the 2002 ISDA Equity Derivatives Definitions.
Constructors
| IndexAdjustmentEvents | |
Fields
| |
data InterestCalculation Source
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.
Constructors
| InterestCalculation | |
Fields
| |
data InterestLeg Source
A type describing the fixed income leg of the equity swap.
Constructors
| InterestLeg | |
Fields
| |
data InterestLegCalculationPeriodDates Source
Component that holds the various dates used to specify the interest leg of the return swap. It is used to define the InterestPeriodDates identifyer.
Constructors
| InterestLegCalculationPeriodDates | |
Fields
| |
data InterestLegCalculationPeriodDatesReference Source
Reference to the calculation period dates of the interest leg.
Constructors
| InterestLegCalculationPeriodDatesReference | |
Fields
| |
data InterestLegResetDates Source
Constructors
| InterestLegResetDates | |
Fields
| |
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.
Constructors
| LegAmount | |
Fields
| |
Leg identity.
Constructors
| LegId Token60 LegIdAttributes |
data LegIdentifier Source
Version aware identification of a leg.
Constructors
| LegIdentifier | |
Fields
| |
Instances
data MakeWholeProvisions Source
A type to hold early exercise provisions.
Constructors
| MakeWholeProvisions | |
Fields
| |
data NettedSwapBase Source
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.
data OptionFeatures Source
A type for defining option features.
Constructors
| OptionFeatures | |
Fields
| |
data PrincipalExchangeAmount Source
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
Constructors
| PrincipalExchangeAmount | |
Fields
| |
data PrincipalExchangeDescriptions Source
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
Constructors
| PrincipalExchangeDescriptions | |
Fields
| |
data PrincipalExchangeFeatures Source
A type describing the principal exchange features of the return swap.
Constructors
| PrincipalExchangeFeatures | |
Fields
| |
data Representations Source
A type for defining ISDA 2002 Equity Derivative Representations.
Constructors
| Representations | |
Fields
| |
A type describing the dividend return conditions applicable to the swap.
Constructors
| Return | |
Fields
| |
A type describing the return leg of a return type swap.
Constructors
| ReturnLeg | |
Fields
| |
data ReturnLegValuation Source
A type describing the initial and final valuation of the underlyer.
Constructors
| ReturnLegValuation | |
Fields
| |
data ReturnLegValuationPrice Source
Constructors
| ReturnLegValuationPrice | |
Fields
| |
data ReturnSwap Source
A type describing return swaps including return swaps (long form), total return swaps, and variance swaps.
Constructors
| ReturnSwap | |
Fields
| |
data ReturnSwapAdditionalPayment Source
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.
Constructors
| ReturnSwapAdditionalPayment | |
Fields
| |
data ReturnSwapAmount Source
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.
Constructors
| ReturnSwapAmount | |
Fields
| |
data ReturnSwapBase Source
A type describing the components that are common for return type swaps, including short and long form return swaps representations.
data ReturnSwapEarlyTermination Source
A type describing the date from which each of the party may be allowed to terminate the trade.
Constructors
| ReturnSwapEarlyTermination | |
Fields
| |
data ReturnSwapLegUnderlyer Source
A base class for all return leg types with an underlyer.
Constructors
| ReturnSwapLegUnderlyer_ReturnLeg ReturnLeg |
data ReturnSwapNotional Source
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.
Constructors
| ReturnSwapNotional | |
Fields
| |
data ReturnSwapPaymentDates Source
A type describing the return payment dates of the swap.
Constructors
| ReturnSwapPaymentDates | |
Fields
| |
data StartingDate Source
A type specifying the date from which the early termination clause can be exercised.
Constructors
| StartingDate | |
Fields
| |
Instances
data StubCalculationPeriod Source
A type describing the Stub Calculation Period.
Constructors
| StubCalculationPeriod | |
A type describing the variance amount of a variance swap.
Constructors
| Variance | |
Fields
| |
elementInterestLeg :: XMLParser InterestLegSource
The fixed income amounts of the return type swap.
elementReturnLeg :: XMLParser ReturnLegSource
Return amounts of the return type swap.
elementReturnSwap :: XMLParser ReturnSwapSource
Specifies the structure of a return type swap. It can represent return swaps, total return swaps, variance swaps.
elementReturnSwapLeg :: XMLParser DirectionalLegSource
An placeholder for the actual Return Swap Leg definition.
module Data.FpML.V53.Shared.Option