Hastructure

Safe Haskell	None
Language	Haskell2010

Pool

Synopsis

data Pool a = Pool {
- assets :: [a]
- futureCf :: Maybe PoolCashflow
- futureScheduleCf :: Maybe PoolCashflow
- asOfDate :: Date
- issuanceStat :: Maybe (Map CutoffFields Balance)
- extendPeriods :: Maybe DatePattern
}
aggPool :: Maybe (Map CutoffFields Balance) -> [(CashFlowFrame, Map CutoffFields Balance)] -> (CashFlowFrame, Map CutoffFields Balance)
getIssuanceField :: Pool a -> CutoffFields -> Either String Balance
poolFutureCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow)
poolIssuanceStat :: Asset a => Lens' (Pool a) (Map CutoffFields Balance)
poolFutureScheduleCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow)
poolBegStats :: Pool a -> (Balance, Balance, Balance, Balance, Balance, Balance)
calcLiquidationAmount :: Asset a => PricingMethod -> Pool a -> Date -> Amount
pricingPoolFlow :: Asset a => Date -> Pool a -> PoolCashflow -> PricingMethod -> Amount
futureScheduleCfLens :: forall a f. Functor f => (Maybe PoolCashflow -> f (Maybe PoolCashflow)) -> Pool a -> f (Pool a)
futureCfLens :: forall a f. Functor f => (Maybe PoolCashflow -> f (Maybe PoolCashflow)) -> Pool a -> f (Pool a)
poolFutureCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow)
runPool :: Asset a => Pool a -> Maybe ApplyAssumptionType -> Maybe [RateAssumption] -> Either String [(CashFlowFrame, Map CutoffFields Balance)]

Documentation

data Pool a Source #

Constructors

Pool
Fields assets :: [a] a list of assets in the pool futureCf :: Maybe PoolCashflow collected cashflow from the assets in the pool futureScheduleCf :: Maybe PoolCashflow collected un-stressed cashflow asOfDate :: Date include cashflow after this date issuanceStat :: Maybe (Map CutoffFields Balance) cutoff balance of pool extendPeriods :: Maybe DatePattern dates for extend pool collection

Instances

Instances details

FromJSON a => FromJSON (Pool a) Source #

Instance details

Defined in Pool

Methods

parseJSON :: Value -> Parser (Pool a) #

parseJSONList :: Value -> Parser [Pool a] #

omittedField :: Maybe (Pool a) #

ToJSON a => ToJSON (Pool a) Source #

Instance details

Defined in Pool

Methods

toJSON :: Pool a -> Value #

toEncoding :: Pool a -> Encoding #

toJSONList :: [Pool a] -> Value #

toEncodingList :: [Pool a] -> Encoding #

omitField :: Pool a -> Bool #

Generic (Pool a) Source #

Instance details

Defined in Pool

Associated Types

type Rep (Pool a)

Instance details

Defined in Pool

type Rep (Pool a) = D1 ('MetaData "Pool" "Pool" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "Pool" 'PrefixI 'True) ((S1 ('MetaSel ('Just "assets") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [a]) :*: (S1 ('MetaSel ('Just "futureCf") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe PoolCashflow)) :*: S1 ('MetaSel ('Just "futureScheduleCf") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe PoolCashflow)))) :*: (S1 ('MetaSel ('Just "asOfDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Just "issuanceStat") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe (Map CutoffFields Balance))) :*: S1 ('MetaSel ('Just "extendPeriods") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DatePattern))))))

Methods

from :: Pool a -> Rep (Pool a) x #

to :: Rep (Pool a) x -> Pool a #

Show a => Show (Pool a) Source #

Instance details

Defined in Pool

Methods

showsPrec :: Int -> Pool a -> ShowS #

show :: Pool a -> String #

showList :: [Pool a] -> ShowS #

Eq a => Eq (Pool a) Source #

Instance details

Defined in Pool

Methods

(==) :: Pool a -> Pool a -> Bool #

(/=) :: Pool a -> Pool a -> Bool #

Ord a => Ord (Pool a) Source #

Instance details

Defined in Pool

Methods

compare :: Pool a -> Pool a -> Ordering #

(<) :: Pool a -> Pool a -> Bool #

(<=) :: Pool a -> Pool a -> Bool #

(>) :: Pool a -> Pool a -> Bool #

(>=) :: Pool a -> Pool a -> Bool #

max :: Pool a -> Pool a -> Pool a #

min :: Pool a -> Pool a -> Pool a #

type Rep (Pool a) Source #

Instance details

Defined in Pool

type Rep (Pool a) = D1 ('MetaData "Pool" "Pool" "Hastructure-0.50.4-C46IQoFqEMALLVrlvHB4m" 'False) (C1 ('MetaCons "Pool" 'PrefixI 'True) ((S1 ('MetaSel ('Just "assets") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [a]) :*: (S1 ('MetaSel ('Just "futureCf") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe PoolCashflow)) :*: S1 ('MetaSel ('Just "futureScheduleCf") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe PoolCashflow)))) :*: (S1 ('MetaSel ('Just "asOfDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Just "issuanceStat") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe (Map CutoffFields Balance))) :*: S1 ('MetaSel ('Just "extendPeriods") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DatePattern))))))

aggPool :: Maybe (Map CutoffFields Balance) -> [(CashFlowFrame, Map CutoffFields Balance)] -> (CashFlowFrame, Map CutoffFields Balance) Source #

Aggregate all cashflow into a single cashflow frame patch with pool level cumulative defaults/loss etc

getIssuanceField :: Pool a -> CutoffFields -> Either String Balance Source #

get stats of pool

poolFutureCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow) Source #

poolIssuanceStat :: Asset a => Lens' (Pool a) (Map CutoffFields Balance) Source #

poolFutureScheduleCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow) Source #

poolBegStats :: Pool a -> (Balance, Balance, Balance, Balance, Balance, Balance) Source #

calcLiquidationAmount :: Asset a => PricingMethod -> Pool a -> Date -> Amount Source #

price a pool with collected cashflow and future cashflow

pricingPoolFlow :: Asset a => Date -> Pool a -> PoolCashflow -> PricingMethod -> Amount Source #

futureScheduleCfLens :: forall a f. Functor f => (Maybe PoolCashflow -> f (Maybe PoolCashflow)) -> Pool a -> f (Pool a) Source #

futureCfLens :: forall a f. Functor f => (Maybe PoolCashflow -> f (Maybe PoolCashflow)) -> Pool a -> f (Pool a) Source #

poolFutureCf :: Asset a => Lens' (Pool a) (Maybe PoolCashflow) Source #

runPool :: Asset a => Pool a -> Maybe ApplyAssumptionType -> Maybe [RateAssumption] -> Either String [(CashFlowFrame, Map CutoffFields Balance)] Source #