Hastructure-0.50.0: Cashflow modeling library for structured finance

Safe Haskell	None
Language	Haskell2010

AssetClass.Installment

Contents

Orphan instances

Synopsis

projectInstallmentFlow :: (Balance, Date, (Balance, Balance), IRate, Rational, AmortPlan, Int) -> (Dates, [DefaultRate], [PrepaymentRate], [Int]) -> (DList TsRow, Balance, Rational)
updateOriginDate :: Asset a => a -> Date -> a

Documentation

projectInstallmentFlow :: (Balance, Date, (Balance, Balance), IRate, Rational, AmortPlan, Int) -> (Dates, [DefaultRate], [PrepaymentRate], [Int]) -> (DList TsRow, Balance, Rational) Source #

updateOriginDate :: Asset a => a -> Date -> a Source #

! Change the origination date of an asset

Orphan instances

Asset Installment Source #

Instance details

Methods

calcCashflow :: Installment -> Date -> Maybe [RateAssumption] -> Either String CashFlowFrame Source #

getCurrentBal :: Installment -> Balance Source #

getOriginBal :: Installment -> Balance Source #

getOriginRate :: Installment -> IRate Source #

getCurrentRate :: Installment -> IRate Source #

getOriginDate :: Installment -> Date Source #

getOriginInfo :: Installment -> OriginalInfo Source #

isDefaulted :: Installment -> Bool Source #

getPaymentDates :: Installment -> Int -> [Date] Source #

getRemainTerms :: Installment -> Int Source #

getRemainDates :: Installment -> [Date] Source #

getTotalTerms :: Installment -> Int Source #

getPastTerms :: Installment -> Int Source #

projCashflow :: Installment -> Date -> AssetPerf -> Maybe [RateAssumption] -> Either String (CashFlowFrame, Map CutoffFields Balance) Source #

getBorrowerNum :: Installment -> Int Source #

splitWith :: Installment -> [Rate] -> [Installment] Source #

updateOriginDate :: Installment -> Date -> Installment Source #

resetToOrig :: Installment -> Installment Source #

getLastInterestPaymentDate :: Installment -> Maybe Date Source #

calcAccruedInterest :: Installment -> Date -> Balance Source #

calcAlignDate :: Installment -> Date -> Date Source #

getObligor :: Installment -> Maybe Obligor Source #

getObligorTags :: Installment -> Set String Source #

getObligorId :: Installment -> Maybe String Source #

getObligorFields :: Installment -> Maybe (Map String (Either String Double)) Source #