Hastructure
Safe HaskellNone
LanguageHaskell2010

Hedge

Synopsis

Documentation

data RateSwap Source #

Constructors

RateSwap 

Fields

Instances

Instances details
UseRate RateSwap Source # 
Instance details

Defined in Hedge

Methods

isAdjustbleRate :: RateSwap -> Bool Source #

getIndex :: RateSwap -> Maybe Index Source #

getIndexes :: RateSwap -> Maybe [Index] Source #

getResetDates :: RateSwap -> Dates Source #

getSpread :: RateSwap -> Maybe Spread Source #

QueryByComment RateSwap Source # 
Instance details

Defined in Hedge

Methods

queryStmt :: RateSwap -> TxnComment -> [Txn] Source #

queryStmtAsOf :: RateSwap -> Date -> TxnComment -> [Txn] Source #

queryTxnAmt :: RateSwap -> TxnComment -> Balance Source #

queryTxnAmtAsOf :: RateSwap -> Date -> TxnComment -> Balance Source #

Liable RateSwap Source # 
Instance details

Defined in Hedge

Methods

isPaidOff :: RateSwap -> Bool Source #

getCurBalance :: RateSwap -> Balance Source #

getCurRate :: RateSwap -> IRate Source #

getOriginBalance :: RateSwap -> Balance Source #

getOriginDate :: RateSwap -> Date Source #

getAccrueBegDate :: RateSwap -> Date Source #

getDueInt :: RateSwap -> Balance Source #

getDueIntAt :: RateSwap -> Int -> Balance Source #

getDueIntOverInt :: RateSwap -> Balance Source #

getDueIntOverIntAt :: RateSwap -> Int -> Balance Source #

getTotalDueInt :: RateSwap -> Balance Source #

getTotalDueIntAt :: RateSwap -> Int -> Balance Source #

getOutstandingAmount :: RateSwap -> Balance Source #

FromJSON RateSwap Source # 
Instance details

Defined in Hedge

Methods

parseJSON :: Value -> Parser RateSwap #

parseJSONList :: Value -> Parser [RateSwap] #

omittedField :: Maybe RateSwap #

ToJSON RateSwap Source # 
Instance details

Defined in Hedge

Methods

toJSON :: RateSwap -> Value #

toEncoding :: RateSwap -> Encoding #

toJSONList :: [RateSwap] -> Value #

toEncodingList :: [RateSwap] -> Encoding #

omitField :: RateSwap -> Bool #

Generic RateSwap Source # 
Instance details

Defined in Hedge

Associated Types

type Rep RateSwap 
Instance details

Defined in Hedge

type Rep RateSwap

Methods

from :: RateSwap -> Rep RateSwap x #

to :: Rep RateSwap x -> RateSwap #

Show RateSwap Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> RateSwap -> ShowS #

show :: RateSwap -> String #

showList :: [RateSwap] -> ShowS #

Eq RateSwap Source # 
Instance details

Defined in Hedge

Methods

(==) :: RateSwap -> RateSwap -> Bool #

(/=) :: RateSwap -> RateSwap -> Bool #

Ord RateSwap Source # 
Instance details

Defined in Hedge

Methods

compare :: RateSwap -> RateSwap -> Ordering #

(<) :: RateSwap -> RateSwap -> Bool #

(<=) :: RateSwap -> RateSwap -> Bool #

(>) :: RateSwap -> RateSwap -> Bool #

(>=) :: RateSwap -> RateSwap -> Bool #

max :: RateSwap -> RateSwap -> RateSwap #

min :: RateSwap -> RateSwap -> RateSwap #

type Rep RateSwap Source # 
Instance details

Defined in Hedge

type Rep RateSwap

data RateCap Source #

Constructors

RateCap 

Fields

Instances

Instances details
UseRate RateCap Source # 
Instance details

Defined in Hedge

Methods

isAdjustbleRate :: RateCap -> Bool Source #

getIndex :: RateCap -> Maybe Index Source #

getIndexes :: RateCap -> Maybe [Index] Source #

getResetDates :: RateCap -> Dates Source #

getSpread :: RateCap -> Maybe Spread Source #

QueryByComment RateCap Source # 
Instance details

Defined in Hedge

Methods

queryStmt :: RateCap -> TxnComment -> [Txn] Source #

queryStmtAsOf :: RateCap -> Date -> TxnComment -> [Txn] Source #

queryTxnAmt :: RateCap -> TxnComment -> Balance Source #

queryTxnAmtAsOf :: RateCap -> Date -> TxnComment -> Balance Source #

FromJSON RateCap Source # 
Instance details

Defined in Hedge

Methods

parseJSON :: Value -> Parser RateCap #

parseJSONList :: Value -> Parser [RateCap] #

omittedField :: Maybe RateCap #

ToJSON RateCap Source # 
Instance details

Defined in Hedge

Methods

toJSON :: RateCap -> Value #

toEncoding :: RateCap -> Encoding #

toJSONList :: [RateCap] -> Value #

toEncodingList :: [RateCap] -> Encoding #

omitField :: RateCap -> Bool #

Generic RateCap Source # 
Instance details

Defined in Hedge

Associated Types

type Rep RateCap 
Instance details

Defined in Hedge

type Rep RateCap = D1 ('MetaData "RateCap" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "RateCap" 'PrefixI 'True) (((S1 ('MetaSel ('Just "rcIndex") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Just "rcStrikeRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :*: (S1 ('MetaSel ('Just "rcNotional") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RateSwapBase) :*: (S1 ('MetaSel ('Just "rcStartDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "rcSettleDates") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern)))) :*: ((S1 ('MetaSel ('Just "rcEndDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "rcReceivingRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)) :*: (S1 ('MetaSel ('Just "rcLastStlDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: (S1 ('MetaSel ('Just "rcNetCash") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: S1 ('MetaSel ('Just "rcStmt") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Statement)))))))

Methods

from :: RateCap -> Rep RateCap x #

to :: Rep RateCap x -> RateCap #

Show RateCap Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> RateCap -> ShowS #

show :: RateCap -> String #

showList :: [RateCap] -> ShowS #

Eq RateCap Source # 
Instance details

Defined in Hedge

Methods

(==) :: RateCap -> RateCap -> Bool #

(/=) :: RateCap -> RateCap -> Bool #

Ord RateCap Source # 
Instance details

Defined in Hedge

Methods

compare :: RateCap -> RateCap -> Ordering #

(<) :: RateCap -> RateCap -> Bool #

(<=) :: RateCap -> RateCap -> Bool #

(>) :: RateCap -> RateCap -> Bool #

(>=) :: RateCap -> RateCap -> Bool #

max :: RateCap -> RateCap -> RateCap #

min :: RateCap -> RateCap -> RateCap #

type Rep RateCap Source # 
Instance details

Defined in Hedge

type Rep RateCap = D1 ('MetaData "RateCap" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "RateCap" 'PrefixI 'True) (((S1 ('MetaSel ('Just "rcIndex") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Just "rcStrikeRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :*: (S1 ('MetaSel ('Just "rcNotional") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RateSwapBase) :*: (S1 ('MetaSel ('Just "rcStartDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "rcSettleDates") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern)))) :*: ((S1 ('MetaSel ('Just "rcEndDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "rcReceivingRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)) :*: (S1 ('MetaSel ('Just "rcLastStlDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: (S1 ('MetaSel ('Just "rcNetCash") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: S1 ('MetaSel ('Just "rcStmt") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Statement)))))))

data RateSwapType Source #

Constructors

FloatingToFloating Floater Floater

Paying Floating rate and receiving Floating Rate

FloatingToFixed Floater IRate

Paying Floating Rate and receiving Fixed Rate

FixedToFloating IRate Floater

Paying Fixed Rate and receiving Floating rate

FormulaToFloating DealStats Floater

Paying Formula Rate and receiving Floating rate

FloatingToFormula Floater DealStats

Paying Floating Rate and receiving Formula rate

Instances

Instances details
FromJSON RateSwapType Source # 
Instance details

Defined in Hedge

Methods

parseJSON :: Value -> Parser RateSwapType #

parseJSONList :: Value -> Parser [RateSwapType] #

omittedField :: Maybe RateSwapType #

ToJSON RateSwapType Source # 
Instance details

Defined in Hedge

Methods

toJSON :: RateSwapType -> Value #

toEncoding :: RateSwapType -> Encoding #

toJSONList :: [RateSwapType] -> Value #

toEncodingList :: [RateSwapType] -> Encoding #

omitField :: RateSwapType -> Bool #

Generic RateSwapType Source # 
Instance details

Defined in Hedge

Associated Types

type Rep RateSwapType 
Instance details

Defined in Hedge

type Rep RateSwapType = D1 ('MetaData "RateSwapType" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) ((C1 ('MetaCons "FloatingToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: C1 ('MetaCons "FloatingToFixed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate))) :+: (C1 ('MetaCons "FixedToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: (C1 ('MetaCons "FormulaToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: C1 ('MetaCons "FloatingToFormula" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)))))

Methods

from :: RateSwapType -> Rep RateSwapType x #

to :: Rep RateSwapType x -> RateSwapType #

Show RateSwapType Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> RateSwapType -> ShowS #

show :: RateSwapType -> String #

showList :: [RateSwapType] -> ShowS #

Eq RateSwapType Source # 
Instance details

Defined in Hedge

Methods

(==) :: RateSwapType -> RateSwapType -> Bool #

(/=) :: RateSwapType -> RateSwapType -> Bool #

Ord RateSwapType Source # 
Instance details

Defined in Hedge

Methods

compare :: RateSwapType -> RateSwapType -> Ordering #

(<) :: RateSwapType -> RateSwapType -> Bool #

(<=) :: RateSwapType -> RateSwapType -> Bool #

(>) :: RateSwapType -> RateSwapType -> Bool #

(>=) :: RateSwapType -> RateSwapType -> Bool #

max :: RateSwapType -> RateSwapType -> RateSwapType #

min :: RateSwapType -> RateSwapType -> RateSwapType #

type Rep RateSwapType Source # 
Instance details

Defined in Hedge

type Rep RateSwapType = D1 ('MetaData "RateSwapType" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) ((C1 ('MetaCons "FloatingToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: C1 ('MetaCons "FloatingToFixed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate))) :+: (C1 ('MetaCons "FixedToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: (C1 ('MetaCons "FormulaToFloating" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater)) :+: C1 ('MetaCons "FloatingToFormula" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Floater) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)))))

data RateSwapBase Source #

Constructors

Fixed Balance

a fixed balance as notional base

Base DealStats

a referece as notional base

Schedule Ts

a predfiend schedule of notional balance

Instances

Instances details
FromJSON RateSwapBase Source # 
Instance details

Defined in Hedge

Methods

parseJSON :: Value -> Parser RateSwapBase #

parseJSONList :: Value -> Parser [RateSwapBase] #

omittedField :: Maybe RateSwapBase #

ToJSON RateSwapBase Source # 
Instance details

Defined in Hedge

Methods

toJSON :: RateSwapBase -> Value #

toEncoding :: RateSwapBase -> Encoding #

toJSONList :: [RateSwapBase] -> Value #

toEncodingList :: [RateSwapBase] -> Encoding #

omitField :: RateSwapBase -> Bool #

Generic RateSwapBase Source # 
Instance details

Defined in Hedge

Associated Types

type Rep RateSwapBase 
Instance details

Defined in Hedge

type Rep RateSwapBase = D1 ('MetaData "RateSwapBase" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "Fixed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: (C1 ('MetaCons "Base" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "Schedule" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts))))

Methods

from :: RateSwapBase -> Rep RateSwapBase x #

to :: Rep RateSwapBase x -> RateSwapBase #

Show RateSwapBase Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> RateSwapBase -> ShowS #

show :: RateSwapBase -> String #

showList :: [RateSwapBase] -> ShowS #

Eq RateSwapBase Source # 
Instance details

Defined in Hedge

Methods

(==) :: RateSwapBase -> RateSwapBase -> Bool #

(/=) :: RateSwapBase -> RateSwapBase -> Bool #

Ord RateSwapBase Source # 
Instance details

Defined in Hedge

Methods

compare :: RateSwapBase -> RateSwapBase -> Ordering #

(<) :: RateSwapBase -> RateSwapBase -> Bool #

(<=) :: RateSwapBase -> RateSwapBase -> Bool #

(>) :: RateSwapBase -> RateSwapBase -> Bool #

(>=) :: RateSwapBase -> RateSwapBase -> Bool #

max :: RateSwapBase -> RateSwapBase -> RateSwapBase #

min :: RateSwapBase -> RateSwapBase -> RateSwapBase #

type Rep RateSwapBase Source # 
Instance details

Defined in Hedge

type Rep RateSwapBase = D1 ('MetaData "RateSwapBase" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "Fixed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: (C1 ('MetaCons "Base" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "Schedule" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts))))

accrueIRS :: Date -> RateSwap -> RateSwap Source #

The accrueIRS will calculate the Net amount ( payble with negative, positve with receivable) of Rate Swap

payoutIRS :: Date -> Amount -> RateSwap -> RateSwap Source #

set rate swap to state of payout all possible cash to counterparty

receiveIRS :: Date -> RateSwap -> RateSwap Source #

set rate swap to state of receive all cash from counterparty

receiveRC :: Date -> RateCap -> RateCap Source #

data CurrencySwap Source #

Constructors

CurrencySwap 

Fields

Instances

Instances details
FromJSON CurrencySwap Source # 
Instance details

Defined in Hedge

Methods

parseJSON :: Value -> Parser CurrencySwap #

parseJSONList :: Value -> Parser [CurrencySwap] #

omittedField :: Maybe CurrencySwap #

ToJSON CurrencySwap Source # 
Instance details

Defined in Hedge

Methods

toJSON :: CurrencySwap -> Value #

toEncoding :: CurrencySwap -> Encoding #

toJSONList :: [CurrencySwap] -> Value #

toEncodingList :: [CurrencySwap] -> Encoding #

omitField :: CurrencySwap -> Bool #

Generic CurrencySwap Source # 
Instance details

Defined in Hedge

Associated Types

type Rep CurrencySwap 
Instance details

Defined in Hedge

type Rep CurrencySwap = D1 ('MetaData "CurrencySwap" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "CurrencySwap" 'PrefixI 'True) (S1 ('MetaSel ('Just "csBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)))

Methods

from :: CurrencySwap -> Rep CurrencySwap x #

to :: Rep CurrencySwap x -> CurrencySwap #

Show CurrencySwap Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> CurrencySwap -> ShowS #

show :: CurrencySwap -> String #

showList :: [CurrencySwap] -> ShowS #

Eq CurrencySwap Source # 
Instance details

Defined in Hedge

Methods

(==) :: CurrencySwap -> CurrencySwap -> Bool #

(/=) :: CurrencySwap -> CurrencySwap -> Bool #

Ord CurrencySwap Source # 
Instance details

Defined in Hedge

Methods

compare :: CurrencySwap -> CurrencySwap -> Ordering #

(<) :: CurrencySwap -> CurrencySwap -> Bool #

(<=) :: CurrencySwap -> CurrencySwap -> Bool #

(>) :: CurrencySwap -> CurrencySwap -> Bool #

(>=) :: CurrencySwap -> CurrencySwap -> Bool #

max :: CurrencySwap -> CurrencySwap -> CurrencySwap #

min :: CurrencySwap -> CurrencySwap -> CurrencySwap #

type Rep CurrencySwap Source # 
Instance details

Defined in Hedge

type Rep CurrencySwap = D1 ('MetaData "CurrencySwap" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "CurrencySwap" 'PrefixI 'True) (S1 ('MetaSel ('Just "csBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)))

rsRefBalLens :: Lens' RateSwap Balance Source #

data SRT Source #

Constructors

SRT 

Fields

Instances

Instances details
UseRate SRT Source # 
Instance details

Defined in Hedge

Methods

isAdjustbleRate :: SRT -> Bool Source #

getIndex :: SRT -> Maybe Index Source #

getIndexes :: SRT -> Maybe [Index] Source #

getResetDates :: SRT -> Dates Source #

getSpread :: SRT -> Maybe Spread Source #

Liable SRT Source # 
Instance details

Defined in Hedge

Methods

isPaidOff :: SRT -> Bool Source #

getCurBalance :: SRT -> Balance Source #

getCurRate :: SRT -> IRate Source #

getOriginBalance :: SRT -> Balance Source #

getOriginDate :: SRT -> Date Source #

getAccrueBegDate :: SRT -> Date Source #

getDueInt :: SRT -> Balance Source #

getDueIntAt :: SRT -> Int -> Balance Source #

getDueIntOverInt :: SRT -> Balance Source #

getDueIntOverIntAt :: SRT -> Int -> Balance Source #

getTotalDueInt :: SRT -> Balance Source #

getTotalDueIntAt :: SRT -> Int -> Balance Source #

getOutstandingAmount :: SRT -> Balance Source #

Generic SRT Source # 
Instance details

Defined in Hedge

Associated Types

type Rep SRT 
Instance details

Defined in Hedge

type Rep SRT = D1 ('MetaData "SRT" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "SRT" 'PrefixI 'True) (((S1 ('MetaSel ('Just "srtName") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Just "srtType") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 SrtType)) :*: (S1 ('MetaSel ('Just "srtPremiumType") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RateType) :*: (S1 ('MetaSel ('Just "srtRefBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: S1 ('MetaSel ('Just "srtPremiumRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)))) :*: ((S1 ('MetaSel ('Just "srtOpenBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: (S1 ('MetaSel ('Just "srtDuePremiumDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: S1 ('MetaSel ('Just "srtDuePremium") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :*: (S1 ('MetaSel ('Just "srtStart") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Just "srtEnds") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: S1 ('MetaSel ('Just "srtStmt") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Statement)))))))

Methods

from :: SRT -> Rep SRT x #

to :: Rep SRT x -> SRT #

Show SRT Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> SRT -> ShowS #

show :: SRT -> String #

showList :: [SRT] -> ShowS #

Eq SRT Source # 
Instance details

Defined in Hedge

Methods

(==) :: SRT -> SRT -> Bool #

(/=) :: SRT -> SRT -> Bool #

Ord SRT Source # 
Instance details

Defined in Hedge

Methods

compare :: SRT -> SRT -> Ordering #

(<) :: SRT -> SRT -> Bool #

(<=) :: SRT -> SRT -> Bool #

(>) :: SRT -> SRT -> Bool #

(>=) :: SRT -> SRT -> Bool #

max :: SRT -> SRT -> SRT #

min :: SRT -> SRT -> SRT #

type Rep SRT Source # 
Instance details

Defined in Hedge

type Rep SRT = D1 ('MetaData "SRT" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "SRT" 'PrefixI 'True) (((S1 ('MetaSel ('Just "srtName") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Just "srtType") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 SrtType)) :*: (S1 ('MetaSel ('Just "srtPremiumType") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RateType) :*: (S1 ('MetaSel ('Just "srtRefBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: S1 ('MetaSel ('Just "srtPremiumRate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)))) :*: ((S1 ('MetaSel ('Just "srtOpenBalance") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance) :*: (S1 ('MetaSel ('Just "srtDuePremiumDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: S1 ('MetaSel ('Just "srtDuePremium") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :*: (S1 ('MetaSel ('Just "srtStart") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Just "srtEnds") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Date)) :*: S1 ('MetaSel ('Just "srtStmt") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Statement)))))))

data SrtType Source #

Constructors

SrtByEndDay DealStats DatePattern

autu accrue by end of day

Instances

Instances details
Generic SrtType Source # 
Instance details

Defined in Hedge

Associated Types

type Rep SrtType 
Instance details

Defined in Hedge

type Rep SrtType = D1 ('MetaData "SrtType" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "SrtByEndDay" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern)))

Methods

from :: SrtType -> Rep SrtType x #

to :: Rep SrtType x -> SrtType #

Show SrtType Source # 
Instance details

Defined in Hedge

Methods

showsPrec :: Int -> SrtType -> ShowS #

show :: SrtType -> String #

showList :: [SrtType] -> ShowS #

Eq SrtType Source # 
Instance details

Defined in Hedge

Methods

(==) :: SrtType -> SrtType -> Bool #

(/=) :: SrtType -> SrtType -> Bool #

Ord SrtType Source # 
Instance details

Defined in Hedge

Methods

compare :: SrtType -> SrtType -> Ordering #

(<) :: SrtType -> SrtType -> Bool #

(<=) :: SrtType -> SrtType -> Bool #

(>) :: SrtType -> SrtType -> Bool #

(>=) :: SrtType -> SrtType -> Bool #

max :: SrtType -> SrtType -> SrtType #

min :: SrtType -> SrtType -> SrtType #

type Rep SrtType Source # 
Instance details

Defined in Hedge

type Rep SrtType = D1 ('MetaData "SrtType" "Hedge" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "SrtByEndDay" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern)))