| Safe Haskell | Safe-Infered |
|---|
Data.FpML.V53.Valuation
- data AssetValuation = AssetValuation {}
- data DerivedValuationScenario = DerivedValuationScenario {
- derivedValScenar_ID :: Maybe ID
- derivedValScenar_name :: Maybe XsdString
- derivedValScenar_baseValuationScenario :: Maybe ValuationScenarioReference
- derivedValScenar_valuationDate :: Maybe IdentifiedDate
- derivedValScenar_marketReference :: Maybe MarketReference
- derivedValScenar_shift :: [PricingParameterShift]
- data Quotation = Quotation {
- quotation_value :: Maybe Decimal
- quotation_measureType :: Maybe AssetMeasureType
- quotation_quoteUnits :: Maybe PriceQuoteUnits
- quotation_side :: Maybe QuotationSideEnum
- quotation_currency :: Maybe Currency
- quotation_currencyType :: Maybe ReportingCurrencyType
- quotation_timing :: Maybe QuoteTiming
- quotation_choice7 :: Maybe (OneOf2 BusinessCenter ExchangeId)
- quotation_informationSource :: [InformationSource]
- quotation_pricingModel :: Maybe PricingModel
- quotation_time :: Maybe DateTime
- quotation_valuationDate :: Maybe Date
- quotation_expiryTime :: Maybe DateTime
- quotation_cashflowType :: Maybe CashflowType
- quotation_sensitivitySet :: [SensitivitySet]
- data ReportingRoles = ReportingRoles {}
- data ScheduledDate = ScheduledDate {}
- data ScheduledDates = ScheduledDates {}
- data ScheduledDateType = ScheduledDateType Scheme ScheduledDateTypeAttributes
- data ScheduledDateTypeAttributes = ScheduledDateTypeAttributes {}
- data Sensitivity = Sensitivity Decimal SensitivityAttributes
- data SensitivityAttributes = SensitivityAttributes {}
- data SensitivitySet = SensitivitySet {}
- data Valuations = Valuations {}
- data ValuationSet = ValuationSet {
- valuationSet_ID :: Maybe ID
- valuationSet_name :: Maybe XsdString
- valuationSet_valuationScenario :: [ValuationScenario]
- valuationSet_valuationScenarioReference :: [ValuationScenarioReference]
- valuationSet_baseParty :: Maybe PartyReference
- valuationSet_quotationCharacteristics :: [QuotationCharacteristics]
- valuationSet_sensitivitySetDefinition :: [SensitivitySetDefinition]
- valuationSet_detail :: Maybe ValuationSetDetail
- valuationSet_assetValuation :: [AssetValuation]
- data ValuationSetDetail = ValuationSetDetail Scheme ValuationSetDetailAttributes
- data ValuationSetDetailAttributes = ValuationSetDetailAttributes {}
- elementValuationSet :: XMLParser ValuationSet
- elementToXMLValuationSet :: ValuationSet -> [Content ()]
- data Position = Position {
- position_ID :: Maybe ID
- position_id :: Maybe PositionId
- position_version :: Maybe PositiveInteger
- position_status :: Maybe PositionStatusEnum
- position_creationDate :: Maybe Date
- position_originatingEvent :: Maybe PositionOriginEnum
- position_history :: Maybe PositionHistory
- position_reportingRoles :: Maybe ReportingRoles
- position_constituent :: Maybe PositionConstituent
- position_scheduledDate :: [ScheduledDate]
- position_valuation :: [AssetValuation]
- data PositionHistory = PositionHistory {}
- data PositionConstituent = PositionConstituent {}
- module Data.FpML.V53.Enum
- module Data.FpML.V53.Riskdef
- module Data.FpML.V53.Msg
- module Data.FpML.V53.Events.Business
Documentation
data AssetValuation Source
A structure that holds a set of measures about an asset, including possibly their sensitivities.
Constructors
| AssetValuation | |
Fields
| |
data DerivedValuationScenario Source
A valuation scenario that is derived from another valuation scenario.
Constructors
| DerivedValuationScenario | |
Fields
| |
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
Constructors
| Quotation | |
Fields
| |
data ReportingRoles Source
The roles of the parties in reporting information such as positions.
Constructors
| ReportingRoles | |
Fields
| |
data ScheduledDate Source
An servicing date relevant for a trade structure, such as a payment or a reset.
Constructors
| ScheduledDate | |
Fields
| |
Instances
data ScheduledDates Source
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.
Constructors
| ScheduledDates | |
Fields
| |
data ScheduledDateType Source
A scheme used to identify the type of a stream scheduled servicing date.
Constructors
| ScheduledDateType Scheme ScheduledDateTypeAttributes |
data ScheduledDateTypeAttributes Source
Constructors
| ScheduledDateTypeAttributes | |
data Sensitivity Source
The sensitivity of a value to a defined change in input parameters.
Constructors
| Sensitivity Decimal SensitivityAttributes |
data SensitivityAttributes Source
Constructors
| SensitivityAttributes | |
Fields
| |
Instances
data SensitivitySet Source
A collection of sensitivities. References a definition that explains the meaning/type of the sensitivities.
Constructors
| SensitivitySet | |
Fields
| |
data Valuations Source
A set of valuation.
Constructors
| Valuations | |
Fields
| |
Instances
data ValuationSet Source
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.
Constructors
| ValuationSet | |
Fields
| |
Instances
data ValuationSetDetail Source
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
Constructors
| ValuationSetDetail Scheme ValuationSetDetailAttributes |
data ValuationSetDetailAttributes Source
Constructors
| ValuationSetDetailAttributes | |
A collection of related trades or positions and the corresponding aggregate exposures generated by these.
Constructors
| Position | |
Fields
| |
data PositionHistory Source
A list of events that have affected a position.
Constructors
| PositionHistory | |
Fields
| |
data PositionConstituent Source
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.
Constructors
| PositionConstituent | |
Fields
| |
module Data.FpML.V53.Enum
module Data.FpML.V53.Riskdef
module Data.FpML.V53.Msg