Safe Haskell	None
Language	Haskell2010

Assumptions

Synopsis

data BondPricingInput
- = DiscountCurve PricingDate Ts
- | RunZSpread Ts (Map BondName (Date, Rational))
- | DiscountRate PricingDate Rate
- | IrrInput (Map BondName IrrType)
data IrrType
- = HoldingBond HistoryCash CurrentHolding (Maybe (Date, BondPricingMethod))
- | BuyBond Date BondPricingMethod TradeType (Maybe (Date, BondPricingMethod))
data AssumptionInput
- = Single ApplyAssumptionType NonPerfAssumption
- | Multiple (Map String ApplyAssumptionType) NonPerfAssumption
data ApplyAssumptionType
- = PoolLevel AssetPerf
- | ByIndex [StratPerfByIdx]
- | ByName (Map PoolId AssetPerf)
- | ByPoolId (Map PoolId ApplyAssumptionType)
- | ByObligor [ObligorStrategy]
- | ByDealName (Map DealName (ApplyAssumptionType, NonPerfAssumption))
lookupAssumptionByIdx :: [StratPerfByIdx] -> Int -> Either String AssetPerf
lookupRate :: [RateAssumption] -> Floater -> Date -> Either String IRate
data AssetPerfAssumption
- = MortgageAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
- | MortgageDeqAssump (Maybe AssetDelinquencyAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
- | LeaseAssump (Maybe LeaseDefaultType) LeaseAssetGapAssump LeaseAssetRentAssump LeaseEndType
- | LoanAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
- | InstallmentAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
- | ReceivableAssump (Maybe AssetDefaultAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
- | FixedAssetAssump Ts Ts (Maybe Int)
data ExtraStress = ExtraStress {
- defaultFactors :: Maybe Ts
- prepaymentFactors :: Maybe Ts
- poolHairCut :: Maybe [(PoolSource, Rate)]
}
data RevolvingAssumption
- = AvailableAssets RevolvingPool ApplyAssumptionType
- | AvailableAssetsBy (Map String (RevolvingPool, ApplyAssumptionType))
data AssetPrepayAssumption
- = PrepaymentConstant Rate
- | PrepaymentCPR Rate
- | PrepaymentVec [Rate]
- | PrepaymentVecPadding [Rate]
- | PrepayByAmt (Balance, [Rate])
- | PrepayStressByTs Ts AssetPrepayAssumption
- | PrepaymentPSA Rate
- | PrepaymentByTerm [[Rate]]
data AssetDefaultAssumption
- = DefaultConstant Rate
- | DefaultCDR Rate
- | DefaultVec [Rate]
- | DefaultVecPadding [Rate]
- | DefaultByAmt (Balance, [Rate])
- | DefaultAtEnd
- | DefaultAtEndByRate Rate Rate
- | DefaultStressByTs Ts AssetDefaultAssumption
- | DefaultByTerm [[Rate]]
data RecoveryAssumption
- = Recovery (Rate, Int)
- | RecoveryTiming (Rate, [Rate])
- | RecoveryByDays Rate [(Int, Rate)]
getRateAssumption :: [RateAssumption] -> Index -> Maybe RateAssumption
projRates :: IRate -> RateType -> Maybe [RateAssumption] -> [Date] -> Either String [IRate]
lookupRate0 :: [RateAssumption] -> Index -> Date -> Either String IRate
data LeaseAssetGapAssump
- = GapDays Int
- | GapDaysByCurve Ts
data LeaseAssetRentAssump
- = BaseAnnualRate Rate
- | BaseCurve Ts
- | BaseByVec [Rate]
data NonPerfAssumption = NonPerfAssumption {
- stopRunBy :: Maybe StopBy
- projectedExpense :: Maybe [(FeeName, Ts)]
- callWhen :: Maybe [CallOpt]
- revolving :: Maybe RevolvingAssumption
- interest :: Maybe [RateAssumption]
- inspectOn :: Maybe [InspectType]
- buildFinancialReport :: Maybe DatePattern
- pricing :: Maybe BondPricingInput
- fireTrigger :: Maybe [(Date, DealCycle, String)]
- makeWholeWhen :: Maybe (Date, Spread, Table Float Spread)
- issueBondSchedule :: Maybe [TsPoint IssueBondEvent]
- refinance :: Maybe [TsPoint RefiEvent]
}
type AssetPerf = (AssetPerfAssumption, AssetDelinqPerfAssumption, AssetDefaultedPerfAssumption)
data AssetDelinquencyAssumption
- = DelinqCDR Rate (Lag, Rate)
- | DelinqByAmt (Balance, [Rate]) (Lag, Rate)
- | Dummy3
data AssetDelinqPerfAssumption = DummyDelinqAssump
data AssetDefaultedPerfAssumption
- = DefaultedRecovery Rate Int [Rate]
- | DummyDefaultAssump
data IssueBondEvent
- = IssueBondEvent (Maybe Pre) BondName AccName Bond (Maybe BalanceFormula) (Maybe RateFormula)
- | FundingBondEvent (Maybe Pre) BondName AccName Balance
data TagMatchRule
- = TagEq
- | TagSubset
- | TagSuperset
- | TagAny
- | TagNot TagMatchRule
data ObligorStrategy
- = ObligorById [String] AssetPerf
- | ObligorByTag [ObligorTagStr] TagMatchRule AssetPerf
- | ObligorByField [FieldMatchRule] AssetPerf
- | ObligorByDefault AssetPerf
data RefiEvent
- = RefiRate AccountName BondName InterestInfo
- | RefiBond AccountName Bond
- | RefiEvents [RefiEvent]
data InspectType
- = InspectPt DatePattern DealStats
- | InspectRpt DatePattern [DealStats]
data FieldMatchRule
- = FieldIn String [String]
- | FieldCmp String Cmp Double
- | FieldInRange String RangeType Double Double
- | FieldNot FieldMatchRule
data CallOpt
- = LegacyOpts [CallOption]
- | CallPredicate [Pre]
- | CallOnDates DatePattern [Pre]
_MortgageAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress)
_MortgageDeqAssump :: Prism' AssetPerfAssumption (Maybe AssetDelinquencyAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress)
_LeaseAssump :: Prism' AssetPerfAssumption (Maybe LeaseDefaultType, LeaseAssetGapAssump, LeaseAssetRentAssump, LeaseEndType)
_LoanAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress)
_InstallmentAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress)
_ReceivableAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe RecoveryAssumption, Maybe ExtraStress)
_FixedAssetAssump :: Prism' AssetPerfAssumption (Ts, Ts, Maybe Int)
stressDefaultAssump :: Rate -> AssetDefaultAssumption -> AssetDefaultAssumption
applyAssumptionTypeAssetPerf :: Traversal' ApplyAssumptionType AssetPerf
data TradeType
- = ByCash Balance
- | ByBalance Balance
data LeaseEndType
- = CutByDate Date
- | StopByExtTimes Int
- | EarlierOf Date Int
- | LaterOf Date Int
data LeaseDefaultType
- = DefaultByContinuation Rate
- | DefaultByTermination Rate
stressPrepaymentAssump :: Rate -> AssetPrepayAssumption -> AssetPrepayAssumption
data StopBy
- = StopByDate Date
- | StopByPre DatePattern [Pre]

Documentation

data BondPricingInput Source #

Constructors

DiscountCurve PricingDate Ts	PV curve used to discount bond cashflow and a PV date where cashflow discounted to
RunZSpread Ts (Map BondName (Date, Rational))	PV curve as well as bond trading price with a deal used to calc Z - spread
DiscountRate PricingDate Rate
IrrInput	OASInput Date BondName Balance [Spread] (Map.Map String Ts) -- ^ only works in multiple assumption request
Fields (Map BondName IrrType) IRR calculation for a list of bonds

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FromJSON BondPricingInput Source #

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parseJSON :: Value -> Parser BondPricingInput #

parseJSONList :: Value -> Parser [BondPricingInput] #

omittedField :: Maybe BondPricingInput #

ToJSON BondPricingInput Source #

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toJSON :: BondPricingInput -> Value #

toEncoding :: BondPricingInput -> Encoding #

toJSONList :: [BondPricingInput] -> Value #

toEncodingList :: [BondPricingInput] -> Encoding #

omitField :: BondPricingInput -> Bool #

Generic BondPricingInput Source #

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type Rep BondPricingInput
Instance details Defined in Assumptions type Rep BondPricingInput

Methods

from :: BondPricingInput -> Rep BondPricingInput x #

to :: Rep BondPricingInput x -> BondPricingInput #

Show BondPricingInput Source #

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showsPrec :: Int -> BondPricingInput -> ShowS #

show :: BondPricingInput -> String #

showList :: [BondPricingInput] -> ShowS #

type Rep BondPricingInput Source #

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type Rep BondPricingInput

data IrrType Source #

Constructors

HoldingBond HistoryCash CurrentHolding (Maybe (Date, BondPricingMethod))
BuyBond Date BondPricingMethod TradeType (Maybe (Date, BondPricingMethod))

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FromJSON IrrType Source #

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parseJSON :: Value -> Parser IrrType #

parseJSONList :: Value -> Parser [IrrType] #

omittedField :: Maybe IrrType #

ToJSON IrrType Source #

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toJSON :: IrrType -> Value #

toEncoding :: IrrType -> Encoding #

toJSONList :: [IrrType] -> Value #

toEncodingList :: [IrrType] -> Encoding #

omitField :: IrrType -> Bool #

Generic IrrType Source #

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type Rep IrrType
Instance details Defined in Assumptions type Rep IrrType

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from :: IrrType -> Rep IrrType x #

to :: Rep IrrType x -> IrrType #

Show IrrType Source #

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showsPrec :: Int -> IrrType -> ShowS #

show :: IrrType -> String #

showList :: [IrrType] -> ShowS #

type Rep IrrType Source #

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type Rep IrrType

data AssumptionInput Source #

Constructors

Single ApplyAssumptionType NonPerfAssumption	one assumption request
Multiple (Map String ApplyAssumptionType) NonPerfAssumption	multiple assumption request in a single request

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Generic AssumptionInput Source #

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type Rep AssumptionInput

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type Rep AssumptionInput = D1 ('MetaData "AssumptionInput" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Single" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 ApplyAssumptionType) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 NonPerfAssumption)) :+: C1 ('MetaCons "Multiple" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map String ApplyAssumptionType)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 NonPerfAssumption)))

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from :: AssumptionInput -> Rep AssumptionInput x #

to :: Rep AssumptionInput x -> AssumptionInput #

Show AssumptionInput Source #

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showsPrec :: Int -> AssumptionInput -> ShowS #

show :: AssumptionInput -> String #

showList :: [AssumptionInput] -> ShowS #

type Rep AssumptionInput Source #

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type Rep AssumptionInput = D1 ('MetaData "AssumptionInput" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Single" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 ApplyAssumptionType) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 NonPerfAssumption)) :+: C1 ('MetaCons "Multiple" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map String ApplyAssumptionType)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 NonPerfAssumption)))

data ApplyAssumptionType Source #

Constructors

PoolLevel AssetPerf	assumption apply to all assets in the pool
ByIndex [StratPerfByIdx]	assumption which only apply to a set of assets in the pool
ByName (Map PoolId AssetPerf)	assumption for a named pool
ByPoolId (Map PoolId ApplyAssumptionType)	assumption for a pool
ByObligor [ObligorStrategy]	assumption for a set of obligors
ByDealName (Map DealName (ApplyAssumptionType, NonPerfAssumption))	assumption for a named deal

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FromJSON ApplyAssumptionType Source #

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parseJSON :: Value -> Parser ApplyAssumptionType #

parseJSONList :: Value -> Parser [ApplyAssumptionType] #

omittedField :: Maybe ApplyAssumptionType #

ToJSON ApplyAssumptionType Source #

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toJSON :: ApplyAssumptionType -> Value #

toEncoding :: ApplyAssumptionType -> Encoding #

toJSONList :: [ApplyAssumptionType] -> Value #

toEncodingList :: [ApplyAssumptionType] -> Encoding #

omitField :: ApplyAssumptionType -> Bool #

Generic ApplyAssumptionType Source #

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type Rep ApplyAssumptionType
Instance details Defined in Assumptions type Rep ApplyAssumptionType

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from :: ApplyAssumptionType -> Rep ApplyAssumptionType x #

to :: Rep ApplyAssumptionType x -> ApplyAssumptionType #

Show ApplyAssumptionType Source #

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showsPrec :: Int -> ApplyAssumptionType -> ShowS #

show :: ApplyAssumptionType -> String #

showList :: [ApplyAssumptionType] -> ShowS #

type Rep ApplyAssumptionType Source #

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type Rep ApplyAssumptionType

lookupAssumptionByIdx :: [StratPerfByIdx] -> Int -> Either String AssetPerf Source #

lookupRate :: [RateAssumption] -> Floater -> Date -> Either String IRate Source #

lookup rate from rate assumption with index

data AssetPerfAssumption Source #

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FromJSON AssetPerfAssumption Source #

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parseJSON :: Value -> Parser AssetPerfAssumption #

parseJSONList :: Value -> Parser [AssetPerfAssumption] #

omittedField :: Maybe AssetPerfAssumption #

ToJSON AssetPerfAssumption Source #

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toJSON :: AssetPerfAssumption -> Value #

toEncoding :: AssetPerfAssumption -> Encoding #

toJSONList :: [AssetPerfAssumption] -> Value #

toEncodingList :: [AssetPerfAssumption] -> Encoding #

omitField :: AssetPerfAssumption -> Bool #

Generic AssetPerfAssumption Source #

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type Rep AssetPerfAssumption

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from :: AssetPerfAssumption -> Rep AssetPerfAssumption x #

to :: Rep AssetPerfAssumption x -> AssetPerfAssumption #

Read AssetPerfAssumption Source #

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readsPrec :: Int -> ReadS AssetPerfAssumption #

readList :: ReadS [AssetPerfAssumption] #

readPrec :: ReadPrec AssetPerfAssumption #

readListPrec :: ReadPrec [AssetPerfAssumption] #

Show AssetPerfAssumption Source #

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showsPrec :: Int -> AssetPerfAssumption -> ShowS #

show :: AssetPerfAssumption -> String #

showList :: [AssetPerfAssumption] -> ShowS #

type Rep AssetPerfAssumption Source #

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data ExtraStress Source #

Constructors

ExtraStress
Fields defaultFactors :: Maybe Ts stress default rate via a time series based factor curve prepaymentFactors :: Maybe Ts stress prepayment rate via a time series based factor curve poolHairCut :: Maybe [(PoolSource, Rate)] haircut on pool income source

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FromJSON ExtraStress Source #

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parseJSON :: Value -> Parser ExtraStress #

parseJSONList :: Value -> Parser [ExtraStress] #

omittedField :: Maybe ExtraStress #

ToJSON ExtraStress Source #

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toJSON :: ExtraStress -> Value #

toEncoding :: ExtraStress -> Encoding #

toJSONList :: [ExtraStress] -> Value #

toEncodingList :: [ExtraStress] -> Encoding #

omitField :: ExtraStress -> Bool #

Generic ExtraStress Source #

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type Rep ExtraStress

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type Rep ExtraStress = D1 ('MetaData "ExtraStress" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ExtraStress" 'PrefixI 'True) (S1 ('MetaSel ('Just "defaultFactors") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Ts)) :*: (S1 ('MetaSel ('Just "prepaymentFactors") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Ts)) :*: S1 ('MetaSel ('Just "poolHairCut") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe [(PoolSource, Rate)])))))

Methods

from :: ExtraStress -> Rep ExtraStress x #

to :: Rep ExtraStress x -> ExtraStress #

Read ExtraStress Source #

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readsPrec :: Int -> ReadS ExtraStress #

readList :: ReadS [ExtraStress] #

readPrec :: ReadPrec ExtraStress #

readListPrec :: ReadPrec [ExtraStress] #

Show ExtraStress Source #

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showsPrec :: Int -> ExtraStress -> ShowS #

show :: ExtraStress -> String #

showList :: [ExtraStress] -> ShowS #

type Rep ExtraStress Source #

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type Rep ExtraStress = D1 ('MetaData "ExtraStress" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ExtraStress" 'PrefixI 'True) (S1 ('MetaSel ('Just "defaultFactors") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Ts)) :*: (S1 ('MetaSel ('Just "prepaymentFactors") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Ts)) :*: S1 ('MetaSel ('Just "poolHairCut") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe [(PoolSource, Rate)])))))

data RevolvingAssumption Source #

Constructors

AvailableAssets RevolvingPool ApplyAssumptionType
AvailableAssetsBy (Map String (RevolvingPool, ApplyAssumptionType))

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FromJSON RevolvingAssumption Source #

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parseJSON :: Value -> Parser RevolvingAssumption #

parseJSONList :: Value -> Parser [RevolvingAssumption] #

omittedField :: Maybe RevolvingAssumption #

ToJSON RevolvingAssumption Source #

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toJSON :: RevolvingAssumption -> Value #

toEncoding :: RevolvingAssumption -> Encoding #

toJSONList :: [RevolvingAssumption] -> Value #

toEncodingList :: [RevolvingAssumption] -> Encoding #

omitField :: RevolvingAssumption -> Bool #

Generic RevolvingAssumption Source #

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type Rep RevolvingAssumption

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type Rep RevolvingAssumption = D1 ('MetaData "RevolvingAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "AvailableAssets" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RevolvingPool) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 ApplyAssumptionType)) :+: C1 ('MetaCons "AvailableAssetsBy" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map String (RevolvingPool, ApplyAssumptionType)))))

Methods

from :: RevolvingAssumption -> Rep RevolvingAssumption x #

to :: Rep RevolvingAssumption x -> RevolvingAssumption #

Show RevolvingAssumption Source #

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showsPrec :: Int -> RevolvingAssumption -> ShowS #

show :: RevolvingAssumption -> String #

showList :: [RevolvingAssumption] -> ShowS #

type Rep RevolvingAssumption Source #

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Defined in Assumptions

type Rep RevolvingAssumption = D1 ('MetaData "RevolvingAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "AvailableAssets" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 RevolvingPool) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 ApplyAssumptionType)) :+: C1 ('MetaCons "AvailableAssetsBy" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map String (RevolvingPool, ApplyAssumptionType)))))

data AssetPrepayAssumption Source #

Constructors

PrepaymentConstant Rate
PrepaymentCPR Rate
PrepaymentVec [Rate]
PrepaymentVecPadding [Rate]
PrepayByAmt (Balance, [Rate])
PrepayStressByTs Ts AssetPrepayAssumption
PrepaymentPSA Rate
PrepaymentByTerm [[Rate]]

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Instances details

FromJSON AssetPrepayAssumption Source #

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Defined in Assumptions

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parseJSON :: Value -> Parser AssetPrepayAssumption #

parseJSONList :: Value -> Parser [AssetPrepayAssumption] #

omittedField :: Maybe AssetPrepayAssumption #

ToJSON AssetPrepayAssumption Source #

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toJSON :: AssetPrepayAssumption -> Value #

toEncoding :: AssetPrepayAssumption -> Encoding #

toJSONList :: [AssetPrepayAssumption] -> Value #

toEncodingList :: [AssetPrepayAssumption] -> Encoding #

omitField :: AssetPrepayAssumption -> Bool #

Generic AssetPrepayAssumption Source #

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type Rep AssetPrepayAssumption

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from :: AssetPrepayAssumption -> Rep AssetPrepayAssumption x #

to :: Rep AssetPrepayAssumption x -> AssetPrepayAssumption #

Read AssetPrepayAssumption Source #

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readsPrec :: Int -> ReadS AssetPrepayAssumption #

readList :: ReadS [AssetPrepayAssumption] #

readPrec :: ReadPrec AssetPrepayAssumption #

readListPrec :: ReadPrec [AssetPrepayAssumption] #

Show AssetPrepayAssumption Source #

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showsPrec :: Int -> AssetPrepayAssumption -> ShowS #

show :: AssetPrepayAssumption -> String #

showList :: [AssetPrepayAssumption] -> ShowS #

type Rep AssetPrepayAssumption Source #

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Defined in Assumptions

data AssetDefaultAssumption Source #

stress the default assumption by a factor

Constructors

DefaultConstant Rate	using constant default rate
DefaultCDR Rate	using annualized default rate
DefaultVec [Rate]	using default rate vector
DefaultVecPadding [Rate]	using default rate vector, but padding with last rate till end
DefaultByAmt (Balance, [Rate])
DefaultAtEnd	default 100% at end
DefaultAtEndByRate Rate Rate	life time default rate and default rate at end
DefaultStressByTs Ts AssetDefaultAssumption
DefaultByTerm [[Rate]]

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FromJSON AssetDefaultAssumption Source #

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parseJSON :: Value -> Parser AssetDefaultAssumption #

parseJSONList :: Value -> Parser [AssetDefaultAssumption] #

omittedField :: Maybe AssetDefaultAssumption #

ToJSON AssetDefaultAssumption Source #

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toJSON :: AssetDefaultAssumption -> Value #

toEncoding :: AssetDefaultAssumption -> Encoding #

toJSONList :: [AssetDefaultAssumption] -> Value #

toEncodingList :: [AssetDefaultAssumption] -> Encoding #

omitField :: AssetDefaultAssumption -> Bool #

Generic AssetDefaultAssumption Source #

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type Rep AssetDefaultAssumption

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from :: AssetDefaultAssumption -> Rep AssetDefaultAssumption x #

to :: Rep AssetDefaultAssumption x -> AssetDefaultAssumption #

Read AssetDefaultAssumption Source #

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readsPrec :: Int -> ReadS AssetDefaultAssumption #

readList :: ReadS [AssetDefaultAssumption] #

readPrec :: ReadPrec AssetDefaultAssumption #

readListPrec :: ReadPrec [AssetDefaultAssumption] #

Show AssetDefaultAssumption Source #

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showsPrec :: Int -> AssetDefaultAssumption -> ShowS #

show :: AssetDefaultAssumption -> String #

showList :: [AssetDefaultAssumption] -> ShowS #

type Rep AssetDefaultAssumption Source #

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data RecoveryAssumption Source #

Constructors

Recovery (Rate, Int)	recovery rate, recovery lag
RecoveryTiming (Rate, [Rate])	recovery rate, with distribution of recoveries
RecoveryByDays Rate [(Int, Rate)]	recovery rate, with distribution of recoveries by offset dates

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FromJSON RecoveryAssumption Source #

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parseJSON :: Value -> Parser RecoveryAssumption #

parseJSONList :: Value -> Parser [RecoveryAssumption] #

omittedField :: Maybe RecoveryAssumption #

ToJSON RecoveryAssumption Source #

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toJSON :: RecoveryAssumption -> Value #

toEncoding :: RecoveryAssumption -> Encoding #

toJSONList :: [RecoveryAssumption] -> Value #

toEncodingList :: [RecoveryAssumption] -> Encoding #

omitField :: RecoveryAssumption -> Bool #

Generic RecoveryAssumption Source #

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type Rep RecoveryAssumption

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type Rep RecoveryAssumption = D1 ('MetaData "RecoveryAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Recovery" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Rate, Int))) :+: (C1 ('MetaCons "RecoveryTiming" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Rate, [Rate]))) :+: C1 ('MetaCons "RecoveryByDays" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [(Int, Rate)]))))

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from :: RecoveryAssumption -> Rep RecoveryAssumption x #

to :: Rep RecoveryAssumption x -> RecoveryAssumption #

Read RecoveryAssumption Source #

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readsPrec :: Int -> ReadS RecoveryAssumption #

readList :: ReadS [RecoveryAssumption] #

readPrec :: ReadPrec RecoveryAssumption #

readListPrec :: ReadPrec [RecoveryAssumption] #

Show RecoveryAssumption Source #

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showsPrec :: Int -> RecoveryAssumption -> ShowS #

show :: RecoveryAssumption -> String #

showList :: [RecoveryAssumption] -> ShowS #

type Rep RecoveryAssumption Source #

Instance details

Defined in Assumptions

type Rep RecoveryAssumption = D1 ('MetaData "RecoveryAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Recovery" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Rate, Int))) :+: (C1 ('MetaCons "RecoveryTiming" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Rate, [Rate]))) :+: C1 ('MetaCons "RecoveryByDays" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [(Int, Rate)]))))

getRateAssumption :: [RateAssumption] -> Index -> Maybe RateAssumption Source #

projRates :: IRate -> RateType -> Maybe [RateAssumption] -> [Date] -> Either String [IRate] Source #

project rates used by rate type ,with interest rate assumptions and observation dates

Given a list of rates, calcualte whether rates was reset

lookupRate0 :: [RateAssumption] -> Index -> Date -> Either String IRate Source #

data LeaseAssetGapAssump Source #

Constructors

GapDays Int	days between leases, when creating dummy leases
GapDaysByCurve Ts	days depends on the size of leases, when a default a default days for size greater

Instances

Instances details

FromJSON LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser LeaseAssetGapAssump #

parseJSONList :: Value -> Parser [LeaseAssetGapAssump] #

omittedField :: Maybe LeaseAssetGapAssump #

ToJSON LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

Methods

toJSON :: LeaseAssetGapAssump -> Value #

toEncoding :: LeaseAssetGapAssump -> Encoding #

toJSONList :: [LeaseAssetGapAssump] -> Value #

toEncodingList :: [LeaseAssetGapAssump] -> Encoding #

omitField :: LeaseAssetGapAssump -> Bool #

Generic LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

Associated Types

type Rep LeaseAssetGapAssump

Instance details

Defined in Assumptions

type Rep LeaseAssetGapAssump = D1 ('MetaData "LeaseAssetGapAssump" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "GapDays" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int)) :+: C1 ('MetaCons "GapDaysByCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)))

Methods

from :: LeaseAssetGapAssump -> Rep LeaseAssetGapAssump x #

to :: Rep LeaseAssetGapAssump x -> LeaseAssetGapAssump #

Read LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS LeaseAssetGapAssump #

readList :: ReadS [LeaseAssetGapAssump] #

readPrec :: ReadPrec LeaseAssetGapAssump #

readListPrec :: ReadPrec [LeaseAssetGapAssump] #

Show LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> LeaseAssetGapAssump -> ShowS #

show :: LeaseAssetGapAssump -> String #

showList :: [LeaseAssetGapAssump] -> ShowS #

type Rep LeaseAssetGapAssump Source #

Instance details

Defined in Assumptions

type Rep LeaseAssetGapAssump = D1 ('MetaData "LeaseAssetGapAssump" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "GapDays" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int)) :+: C1 ('MetaCons "GapDaysByCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)))

data LeaseAssetRentAssump Source #

Constructors

BaseAnnualRate Rate
BaseCurve Ts
BaseByVec [Rate]

Instances

Instances details

FromJSON LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser LeaseAssetRentAssump #

parseJSONList :: Value -> Parser [LeaseAssetRentAssump] #

omittedField :: Maybe LeaseAssetRentAssump #

ToJSON LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

Methods

toJSON :: LeaseAssetRentAssump -> Value #

toEncoding :: LeaseAssetRentAssump -> Encoding #

toJSONList :: [LeaseAssetRentAssump] -> Value #

toEncodingList :: [LeaseAssetRentAssump] -> Encoding #

omitField :: LeaseAssetRentAssump -> Bool #

Generic LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

Associated Types

type Rep LeaseAssetRentAssump

Instance details

Defined in Assumptions

type Rep LeaseAssetRentAssump = D1 ('MetaData "LeaseAssetRentAssump" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BaseAnnualRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: (C1 ('MetaCons "BaseCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "BaseByVec" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Rate]))))

Methods

from :: LeaseAssetRentAssump -> Rep LeaseAssetRentAssump x #

to :: Rep LeaseAssetRentAssump x -> LeaseAssetRentAssump #

Read LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS LeaseAssetRentAssump #

readList :: ReadS [LeaseAssetRentAssump] #

readPrec :: ReadPrec LeaseAssetRentAssump #

readListPrec :: ReadPrec [LeaseAssetRentAssump] #

Show LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> LeaseAssetRentAssump -> ShowS #

show :: LeaseAssetRentAssump -> String #

showList :: [LeaseAssetRentAssump] -> ShowS #

type Rep LeaseAssetRentAssump Source #

Instance details

Defined in Assumptions

type Rep LeaseAssetRentAssump = D1 ('MetaData "LeaseAssetRentAssump" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BaseAnnualRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: (C1 ('MetaCons "BaseCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "BaseByVec" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Rate]))))

data NonPerfAssumption Source #

Constructors

NonPerfAssumption

Fields

stopRunBy :: Maybe StopBy
optional stop day,which will stop cashflow projection
projectedExpense :: Maybe [(FeeName, Ts)]
optional expense projection
callWhen :: Maybe [CallOpt]
optional call options set, once any of these were satisfied, then clean up waterfall is triggered
revolving :: Maybe RevolvingAssumption
optional revolving assumption with revoving assets
interest :: Maybe [RateAssumption]
optional interest rates assumptions
inspectOn :: Maybe [InspectType]
optional tuple list to inspect variables during waterfall run
buildFinancialReport :: Maybe DatePattern
optional dates to build financial reports
pricing :: Maybe BondPricingInput
optional bond pricing input( discount curve etc)
fireTrigger :: Maybe [(Date, DealCycle, String)]
optional fire a trigger
makeWholeWhen :: Maybe (Date, Spread, Table Float Spread)
issueBondSchedule :: Maybe [TsPoint IssueBondEvent]
refinance :: Maybe [TsPoint RefiEvent]

Instances

Instances details

FromJSON NonPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser NonPerfAssumption #

parseJSONList :: Value -> Parser [NonPerfAssumption] #

omittedField :: Maybe NonPerfAssumption #

ToJSON NonPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

toJSON :: NonPerfAssumption -> Value #

toEncoding :: NonPerfAssumption -> Encoding #

toJSONList :: [NonPerfAssumption] -> Value #

toEncodingList :: [NonPerfAssumption] -> Encoding #

omitField :: NonPerfAssumption -> Bool #

Generic NonPerfAssumption Source #

Instance details

Defined in Assumptions

Associated Types

type Rep NonPerfAssumption

Instance details

Defined in Assumptions

Methods

from :: NonPerfAssumption -> Rep NonPerfAssumption x #

to :: Rep NonPerfAssumption x -> NonPerfAssumption #

Show NonPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> NonPerfAssumption -> ShowS #

show :: NonPerfAssumption -> String #

showList :: [NonPerfAssumption] -> ShowS #

type Rep NonPerfAssumption Source #

Instance details

Defined in Assumptions

type AssetPerf = (AssetPerfAssumption, AssetDelinqPerfAssumption, AssetDefaultedPerfAssumption) Source #

data AssetDelinquencyAssumption Source #

Constructors

DelinqCDR Rate (Lag, Rate)	Annualized Rate to Delinq status , period lag become defaulted, loss rate, period lag become loss
DelinqByAmt (Balance, [Rate]) (Lag, Rate)
Dummy3

Instances

Instances details

FromJSON AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser AssetDelinquencyAssumption #

parseJSONList :: Value -> Parser [AssetDelinquencyAssumption] #

omittedField :: Maybe AssetDelinquencyAssumption #

ToJSON AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

Methods

toJSON :: AssetDelinquencyAssumption -> Value #

toEncoding :: AssetDelinquencyAssumption -> Encoding #

toJSONList :: [AssetDelinquencyAssumption] -> Value #

toEncodingList :: [AssetDelinquencyAssumption] -> Encoding #

omitField :: AssetDelinquencyAssumption -> Bool #

Generic AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

Associated Types

type Rep AssetDelinquencyAssumption

Instance details

Defined in Assumptions

type Rep AssetDelinquencyAssumption = D1 ('MetaData "AssetDelinquencyAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DelinqCDR" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Lag, Rate))) :+: (C1 ('MetaCons "DelinqByAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Balance, [Rate])) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Lag, Rate))) :+: C1 ('MetaCons "Dummy3" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: AssetDelinquencyAssumption -> Rep AssetDelinquencyAssumption x #

to :: Rep AssetDelinquencyAssumption x -> AssetDelinquencyAssumption #

Read AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS AssetDelinquencyAssumption #

readList :: ReadS [AssetDelinquencyAssumption] #

readPrec :: ReadPrec AssetDelinquencyAssumption #

readListPrec :: ReadPrec [AssetDelinquencyAssumption] #

Show AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> AssetDelinquencyAssumption -> ShowS #

show :: AssetDelinquencyAssumption -> String #

showList :: [AssetDelinquencyAssumption] -> ShowS #

type Rep AssetDelinquencyAssumption Source #

Instance details

Defined in Assumptions

type Rep AssetDelinquencyAssumption = D1 ('MetaData "AssetDelinquencyAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DelinqCDR" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Lag, Rate))) :+: (C1 ('MetaCons "DelinqByAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Balance, [Rate])) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Lag, Rate))) :+: C1 ('MetaCons "Dummy3" 'PrefixI 'False) (U1 :: Type -> Type)))

data AssetDelinqPerfAssumption Source #

Constructors

DummyDelinqAssump

Instances

Instances details

FromJSON AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser AssetDelinqPerfAssumption #

parseJSONList :: Value -> Parser [AssetDelinqPerfAssumption] #

omittedField :: Maybe AssetDelinqPerfAssumption #

ToJSON AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

toJSON :: AssetDelinqPerfAssumption -> Value #

toEncoding :: AssetDelinqPerfAssumption -> Encoding #

toJSONList :: [AssetDelinqPerfAssumption] -> Value #

toEncodingList :: [AssetDelinqPerfAssumption] -> Encoding #

omitField :: AssetDelinqPerfAssumption -> Bool #

Generic AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

Associated Types

type Rep AssetDelinqPerfAssumption
Instance details Defined in Assumptions type Rep AssetDelinqPerfAssumption = D1 ('MetaData "AssetDelinqPerfAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DummyDelinqAssump" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: AssetDelinqPerfAssumption -> Rep AssetDelinqPerfAssumption x #

to :: Rep AssetDelinqPerfAssumption x -> AssetDelinqPerfAssumption #

Read AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS AssetDelinqPerfAssumption #

readList :: ReadS [AssetDelinqPerfAssumption] #

readPrec :: ReadPrec AssetDelinqPerfAssumption #

readListPrec :: ReadPrec [AssetDelinqPerfAssumption] #

Show AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> AssetDelinqPerfAssumption -> ShowS #

show :: AssetDelinqPerfAssumption -> String #

showList :: [AssetDelinqPerfAssumption] -> ShowS #

type Rep AssetDelinqPerfAssumption Source #

Instance details

Defined in Assumptions

type Rep AssetDelinqPerfAssumption = D1 ('MetaData "AssetDelinqPerfAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DummyDelinqAssump" 'PrefixI 'False) (U1 :: Type -> Type))

data AssetDefaultedPerfAssumption Source #

Constructors

DefaultedRecovery Rate Int [Rate]
DummyDefaultAssump

Instances

Instances details

FromJSON AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser AssetDefaultedPerfAssumption #

parseJSONList :: Value -> Parser [AssetDefaultedPerfAssumption] #

omittedField :: Maybe AssetDefaultedPerfAssumption #

ToJSON AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

toJSON :: AssetDefaultedPerfAssumption -> Value #

toEncoding :: AssetDefaultedPerfAssumption -> Encoding #

toJSONList :: [AssetDefaultedPerfAssumption] -> Value #

toEncodingList :: [AssetDefaultedPerfAssumption] -> Encoding #

omitField :: AssetDefaultedPerfAssumption -> Bool #

Generic AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

Associated Types

type Rep AssetDefaultedPerfAssumption

Instance details

Defined in Assumptions

type Rep AssetDefaultedPerfAssumption = D1 ('MetaData "AssetDefaultedPerfAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DefaultedRecovery" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Rate]))) :+: C1 ('MetaCons "DummyDefaultAssump" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: AssetDefaultedPerfAssumption -> Rep AssetDefaultedPerfAssumption x #

to :: Rep AssetDefaultedPerfAssumption x -> AssetDefaultedPerfAssumption #

Read AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS AssetDefaultedPerfAssumption #

readList :: ReadS [AssetDefaultedPerfAssumption] #

readPrec :: ReadPrec AssetDefaultedPerfAssumption #

readListPrec :: ReadPrec [AssetDefaultedPerfAssumption] #

Show AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> AssetDefaultedPerfAssumption -> ShowS #

show :: AssetDefaultedPerfAssumption -> String #

showList :: [AssetDefaultedPerfAssumption] -> ShowS #

type Rep AssetDefaultedPerfAssumption Source #

Instance details

Defined in Assumptions

type Rep AssetDefaultedPerfAssumption = D1 ('MetaData "AssetDefaultedPerfAssumption" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DefaultedRecovery" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Rate]))) :+: C1 ('MetaCons "DummyDefaultAssump" 'PrefixI 'False) (U1 :: Type -> Type))

data IssueBondEvent Source #

Constructors

IssueBondEvent (Maybe Pre) BondName AccName Bond (Maybe BalanceFormula) (Maybe RateFormula)
FundingBondEvent (Maybe Pre) BondName AccName Balance

Instances

Instances details

FromJSON IssueBondEvent Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser IssueBondEvent #

parseJSONList :: Value -> Parser [IssueBondEvent] #

omittedField :: Maybe IssueBondEvent #

ToJSON IssueBondEvent Source #

Instance details

Defined in Assumptions

Methods

toJSON :: IssueBondEvent -> Value #

toEncoding :: IssueBondEvent -> Encoding #

toJSONList :: [IssueBondEvent] -> Value #

toEncodingList :: [IssueBondEvent] -> Encoding #

omitField :: IssueBondEvent -> Bool #

Generic IssueBondEvent Source #

Instance details

Defined in Assumptions

Associated Types

type Rep IssueBondEvent
Instance details Defined in Assumptions type Rep IssueBondEvent

Methods

from :: IssueBondEvent -> Rep IssueBondEvent x #

to :: Rep IssueBondEvent x -> IssueBondEvent #

Read IssueBondEvent Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS IssueBondEvent #

readList :: ReadS [IssueBondEvent] #

readPrec :: ReadPrec IssueBondEvent #

readListPrec :: ReadPrec [IssueBondEvent] #

Show IssueBondEvent Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> IssueBondEvent -> ShowS #

show :: IssueBondEvent -> String #

showList :: [IssueBondEvent] -> ShowS #

type Rep IssueBondEvent Source #

Instance details

Defined in Assumptions

type Rep IssueBondEvent

data TagMatchRule Source #

Constructors

TagEq	match exactly
TagSubset	match subset
TagSuperset	match superset
TagAny	match any tag hit
TagNot TagMatchRule	Negative match

Instances

Instances details

FromJSON TagMatchRule Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser TagMatchRule #

parseJSONList :: Value -> Parser [TagMatchRule] #

omittedField :: Maybe TagMatchRule #

ToJSON TagMatchRule Source #

Instance details

Defined in Assumptions

Methods

toJSON :: TagMatchRule -> Value #

toEncoding :: TagMatchRule -> Encoding #

toJSONList :: [TagMatchRule] -> Value #

toEncodingList :: [TagMatchRule] -> Encoding #

omitField :: TagMatchRule -> Bool #

Generic TagMatchRule Source #

Instance details

Defined in Assumptions

Associated Types

type Rep TagMatchRule

Instance details

Defined in Assumptions

type Rep TagMatchRule = D1 ('MetaData "TagMatchRule" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "TagEq" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "TagSubset" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "TagSuperset" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "TagAny" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "TagNot" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 TagMatchRule)))))

Methods

from :: TagMatchRule -> Rep TagMatchRule x #

to :: Rep TagMatchRule x -> TagMatchRule #

Read TagMatchRule Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS TagMatchRule #

readList :: ReadS [TagMatchRule] #

readPrec :: ReadPrec TagMatchRule #

readListPrec :: ReadPrec [TagMatchRule] #

Show TagMatchRule Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> TagMatchRule -> ShowS #

show :: TagMatchRule -> String #

showList :: [TagMatchRule] -> ShowS #

type Rep TagMatchRule Source #

Instance details

Defined in Assumptions

type Rep TagMatchRule = D1 ('MetaData "TagMatchRule" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "TagEq" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "TagSubset" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "TagSuperset" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "TagAny" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "TagNot" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 TagMatchRule)))))

data ObligorStrategy Source #

Constructors

ObligorById [String] AssetPerf
ObligorByTag [ObligorTagStr] TagMatchRule AssetPerf
ObligorByField [FieldMatchRule] AssetPerf
ObligorByDefault AssetPerf

Instances

Instances details

FromJSON ObligorStrategy Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser ObligorStrategy #

parseJSONList :: Value -> Parser [ObligorStrategy] #

omittedField :: Maybe ObligorStrategy #

ToJSON ObligorStrategy Source #

Instance details

Defined in Assumptions

Methods

toJSON :: ObligorStrategy -> Value #

toEncoding :: ObligorStrategy -> Encoding #

toJSONList :: [ObligorStrategy] -> Value #

toEncodingList :: [ObligorStrategy] -> Encoding #

omitField :: ObligorStrategy -> Bool #

Generic ObligorStrategy Source #

Instance details

Defined in Assumptions

Associated Types

type Rep ObligorStrategy
Instance details Defined in Assumptions type Rep ObligorStrategy

Methods

from :: ObligorStrategy -> Rep ObligorStrategy x #

to :: Rep ObligorStrategy x -> ObligorStrategy #

Read ObligorStrategy Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS ObligorStrategy #

readList :: ReadS [ObligorStrategy] #

readPrec :: ReadPrec ObligorStrategy #

readListPrec :: ReadPrec [ObligorStrategy] #

Show ObligorStrategy Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> ObligorStrategy -> ShowS #

show :: ObligorStrategy -> String #

showList :: [ObligorStrategy] -> ShowS #

type Rep ObligorStrategy Source #

Instance details

Defined in Assumptions

type Rep ObligorStrategy

data RefiEvent Source #

Constructors

RefiRate AccountName BondName InterestInfo
RefiBond AccountName Bond
RefiEvents [RefiEvent]

Instances

Instances details

FromJSON RefiEvent Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser RefiEvent #

parseJSONList :: Value -> Parser [RefiEvent] #

omittedField :: Maybe RefiEvent #

ToJSON RefiEvent Source #

Instance details

Defined in Assumptions

Methods

toJSON :: RefiEvent -> Value #

toEncoding :: RefiEvent -> Encoding #

toJSONList :: [RefiEvent] -> Value #

toEncodingList :: [RefiEvent] -> Encoding #

omitField :: RefiEvent -> Bool #

Generic RefiEvent Source #

Instance details

Defined in Assumptions

Associated Types

type Rep RefiEvent

Instance details

Defined in Assumptions

type Rep RefiEvent = D1 ('MetaData "RefiEvent" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RefiRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 InterestInfo))) :+: (C1 ('MetaCons "RefiBond" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond)) :+: C1 ('MetaCons "RefiEvents" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [RefiEvent]))))

Methods

from :: RefiEvent -> Rep RefiEvent x #

to :: Rep RefiEvent x -> RefiEvent #

Read RefiEvent Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS RefiEvent #

readList :: ReadS [RefiEvent] #

readPrec :: ReadPrec RefiEvent #

readListPrec :: ReadPrec [RefiEvent] #

Show RefiEvent Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> RefiEvent -> ShowS #

show :: RefiEvent -> String #

showList :: [RefiEvent] -> ShowS #

type Rep RefiEvent Source #

Instance details

Defined in Assumptions

type Rep RefiEvent = D1 ('MetaData "RefiEvent" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RefiRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 InterestInfo))) :+: (C1 ('MetaCons "RefiBond" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond)) :+: C1 ('MetaCons "RefiEvents" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [RefiEvent]))))

data InspectType Source #

Constructors

InspectPt DatePattern DealStats
InspectRpt DatePattern [DealStats]

Instances

Instances details

FromJSON InspectType Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser InspectType #

parseJSONList :: Value -> Parser [InspectType] #

omittedField :: Maybe InspectType #

ToJSON InspectType Source #

Instance details

Defined in Assumptions

Methods

toJSON :: InspectType -> Value #

toEncoding :: InspectType -> Encoding #

toJSONList :: [InspectType] -> Value #

toEncodingList :: [InspectType] -> Encoding #

omitField :: InspectType -> Bool #

Generic InspectType Source #

Instance details

Defined in Assumptions

Associated Types

type Rep InspectType

Instance details

Defined in Assumptions

type Rep InspectType = D1 ('MetaData "InspectType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "InspectPt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "InspectRpt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [DealStats])))

Methods

from :: InspectType -> Rep InspectType x #

to :: Rep InspectType x -> InspectType #

Read InspectType Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS InspectType #

readList :: ReadS [InspectType] #

readPrec :: ReadPrec InspectType #

readListPrec :: ReadPrec [InspectType] #

Show InspectType Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> InspectType -> ShowS #

show :: InspectType -> String #

showList :: [InspectType] -> ShowS #

type Rep InspectType Source #

Instance details

Defined in Assumptions

type Rep InspectType = D1 ('MetaData "InspectType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "InspectPt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "InspectRpt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [DealStats])))

data FieldMatchRule Source #

Constructors

FieldIn String [String]
FieldCmp String Cmp Double
FieldInRange String RangeType Double Double
FieldNot FieldMatchRule

Instances

Instances details

FromJSON FieldMatchRule Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser FieldMatchRule #

parseJSONList :: Value -> Parser [FieldMatchRule] #

omittedField :: Maybe FieldMatchRule #

ToJSON FieldMatchRule Source #

Instance details

Defined in Assumptions

Methods

toJSON :: FieldMatchRule -> Value #

toEncoding :: FieldMatchRule -> Encoding #

toJSONList :: [FieldMatchRule] -> Value #

toEncodingList :: [FieldMatchRule] -> Encoding #

omitField :: FieldMatchRule -> Bool #

Generic FieldMatchRule Source #

Instance details

Defined in Assumptions

Associated Types

type Rep FieldMatchRule

Instance details

Defined in Assumptions

Methods

from :: FieldMatchRule -> Rep FieldMatchRule x #

to :: Rep FieldMatchRule x -> FieldMatchRule #

Read FieldMatchRule Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS FieldMatchRule #

readList :: ReadS [FieldMatchRule] #

readPrec :: ReadPrec FieldMatchRule #

readListPrec :: ReadPrec [FieldMatchRule] #

Show FieldMatchRule Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> FieldMatchRule -> ShowS #

show :: FieldMatchRule -> String #

showList :: [FieldMatchRule] -> ShowS #

type Rep FieldMatchRule Source #

Instance details

Defined in Assumptions

data CallOpt Source #

Constructors

LegacyOpts [CallOption]	legacy support
CallPredicate [Pre]	default test call for each pay day, keep backward compatible
CallOnDates DatePattern [Pre]	test call at end of day

Instances

Instances details

FromJSON CallOpt Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser CallOpt #

parseJSONList :: Value -> Parser [CallOpt] #

omittedField :: Maybe CallOpt #

ToJSON CallOpt Source #

Instance details

Defined in Assumptions

Methods

toJSON :: CallOpt -> Value #

toEncoding :: CallOpt -> Encoding #

toJSONList :: [CallOpt] -> Value #

toEncodingList :: [CallOpt] -> Encoding #

omitField :: CallOpt -> Bool #

Generic CallOpt Source #

Instance details

Defined in Assumptions

Associated Types

type Rep CallOpt

Instance details

Defined in Assumptions

type Rep CallOpt = D1 ('MetaData "CallOpt" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "LegacyOpts" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [CallOption])) :+: (C1 ('MetaCons "CallPredicate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre])) :+: C1 ('MetaCons "CallOnDates" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre]))))

Methods

from :: CallOpt -> Rep CallOpt x #

to :: Rep CallOpt x -> CallOpt #

Read CallOpt Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS CallOpt #

readList :: ReadS [CallOpt] #

readPrec :: ReadPrec CallOpt #

readListPrec :: ReadPrec [CallOpt] #

Show CallOpt Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> CallOpt -> ShowS #

show :: CallOpt -> String #

showList :: [CallOpt] -> ShowS #

Eq CallOpt Source #

Instance details

Defined in Assumptions

Methods

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

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

Ord CallOpt Source #

Instance details

Defined in Assumptions

Methods

compare :: CallOpt -> CallOpt -> Ordering #

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

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

(>) :: CallOpt -> CallOpt -> Bool #

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

max :: CallOpt -> CallOpt -> CallOpt #

min :: CallOpt -> CallOpt -> CallOpt #

type Rep CallOpt Source #

Instance details

Defined in Assumptions

type Rep CallOpt = D1 ('MetaData "CallOpt" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "LegacyOpts" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [CallOption])) :+: (C1 ('MetaCons "CallPredicate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre])) :+: C1 ('MetaCons "CallOnDates" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre]))))

_MortgageAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress) Source #

_MortgageDeqAssump :: Prism' AssetPerfAssumption (Maybe AssetDelinquencyAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress) Source #

_LeaseAssump :: Prism' AssetPerfAssumption (Maybe LeaseDefaultType, LeaseAssetGapAssump, LeaseAssetRentAssump, LeaseEndType) Source #

_LoanAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress) Source #

_InstallmentAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe AssetPrepayAssumption, Maybe RecoveryAssumption, Maybe ExtraStress) Source #

_ReceivableAssump :: Prism' AssetPerfAssumption (Maybe AssetDefaultAssumption, Maybe RecoveryAssumption, Maybe ExtraStress) Source #

_FixedAssetAssump :: Prism' AssetPerfAssumption (Ts, Ts, Maybe Int) Source #

stressDefaultAssump :: Rate -> AssetDefaultAssumption -> AssetDefaultAssumption Source #

applyAssumptionTypeAssetPerf :: Traversal' ApplyAssumptionType AssetPerf Source #

data TradeType Source #

Constructors

ByCash Balance
ByBalance Balance

Instances

Instances details

FromJSON TradeType Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser TradeType #

parseJSONList :: Value -> Parser [TradeType] #

omittedField :: Maybe TradeType #

ToJSON TradeType Source #

Instance details

Defined in Assumptions

Methods

toJSON :: TradeType -> Value #

toEncoding :: TradeType -> Encoding #

toJSONList :: [TradeType] -> Value #

toEncodingList :: [TradeType] -> Encoding #

omitField :: TradeType -> Bool #

Generic TradeType Source #

Instance details

Defined in Assumptions

Associated Types

type Rep TradeType

Instance details

Defined in Assumptions

type Rep TradeType = D1 ('MetaData "TradeType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ByCash" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "ByBalance" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)))

Methods

from :: TradeType -> Rep TradeType x #

to :: Rep TradeType x -> TradeType #

Show TradeType Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> TradeType -> ShowS #

show :: TradeType -> String #

showList :: [TradeType] -> ShowS #

type Rep TradeType Source #

Instance details

Defined in Assumptions

type Rep TradeType = D1 ('MetaData "TradeType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ByCash" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "ByBalance" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)))

data LeaseEndType Source #

Constructors

CutByDate Date
StopByExtTimes Int
EarlierOf Date Int
LaterOf Date Int

Instances

Instances details

FromJSON LeaseEndType Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser LeaseEndType #

parseJSONList :: Value -> Parser [LeaseEndType] #

omittedField :: Maybe LeaseEndType #

ToJSON LeaseEndType Source #

Instance details

Defined in Assumptions

Methods

toJSON :: LeaseEndType -> Value #

toEncoding :: LeaseEndType -> Encoding #

toJSONList :: [LeaseEndType] -> Value #

toEncodingList :: [LeaseEndType] -> Encoding #

omitField :: LeaseEndType -> Bool #

Generic LeaseEndType Source #

Instance details

Defined in Assumptions

Associated Types

type Rep LeaseEndType

Instance details

Defined in Assumptions

type Rep LeaseEndType = D1 ('MetaData "LeaseEndType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "CutByDate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopByExtTimes" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int))) :+: (C1 ('MetaCons "EarlierOf" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int)) :+: C1 ('MetaCons "LaterOf" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int))))

Methods

from :: LeaseEndType -> Rep LeaseEndType x #

to :: Rep LeaseEndType x -> LeaseEndType #

Read LeaseEndType Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS LeaseEndType #

readList :: ReadS [LeaseEndType] #

readPrec :: ReadPrec LeaseEndType #

readListPrec :: ReadPrec [LeaseEndType] #

Show LeaseEndType Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> LeaseEndType -> ShowS #

show :: LeaseEndType -> String #

showList :: [LeaseEndType] -> ShowS #

type Rep LeaseEndType Source #

Instance details

Defined in Assumptions

type Rep LeaseEndType = D1 ('MetaData "LeaseEndType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "CutByDate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopByExtTimes" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int))) :+: (C1 ('MetaCons "EarlierOf" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int)) :+: C1 ('MetaCons "LaterOf" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int))))

data LeaseDefaultType Source #

Constructors

DefaultByContinuation Rate
DefaultByTermination Rate

Instances

Instances details

FromJSON LeaseDefaultType Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser LeaseDefaultType #

parseJSONList :: Value -> Parser [LeaseDefaultType] #

omittedField :: Maybe LeaseDefaultType #

ToJSON LeaseDefaultType Source #

Instance details

Defined in Assumptions

Methods

toJSON :: LeaseDefaultType -> Value #

toEncoding :: LeaseDefaultType -> Encoding #

toJSONList :: [LeaseDefaultType] -> Value #

toEncodingList :: [LeaseDefaultType] -> Encoding #

omitField :: LeaseDefaultType -> Bool #

Generic LeaseDefaultType Source #

Instance details

Defined in Assumptions

Associated Types

type Rep LeaseDefaultType

Instance details

Defined in Assumptions

type Rep LeaseDefaultType = D1 ('MetaData "LeaseDefaultType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DefaultByContinuation" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "DefaultByTermination" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)))

Methods

from :: LeaseDefaultType -> Rep LeaseDefaultType x #

to :: Rep LeaseDefaultType x -> LeaseDefaultType #

Read LeaseDefaultType Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS LeaseDefaultType #

readList :: ReadS [LeaseDefaultType] #

readPrec :: ReadPrec LeaseDefaultType #

readListPrec :: ReadPrec [LeaseDefaultType] #

Show LeaseDefaultType Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> LeaseDefaultType -> ShowS #

show :: LeaseDefaultType -> String #

showList :: [LeaseDefaultType] -> ShowS #

type Rep LeaseDefaultType Source #

Instance details

Defined in Assumptions

type Rep LeaseDefaultType = D1 ('MetaData "LeaseDefaultType" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DefaultByContinuation" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "DefaultByTermination" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)))

stressPrepaymentAssump :: Rate -> AssetPrepayAssumption -> AssetPrepayAssumption Source #

data StopBy Source #

Constructors

StopByDate Date	stop by date
StopByPre DatePattern [Pre]	stop by precondition

Instances

Instances details

FromJSON StopBy Source #

Instance details

Defined in Assumptions

Methods

parseJSON :: Value -> Parser StopBy #

parseJSONList :: Value -> Parser [StopBy] #

omittedField :: Maybe StopBy #

ToJSON StopBy Source #

Instance details

Defined in Assumptions

Methods

toJSON :: StopBy -> Value #

toEncoding :: StopBy -> Encoding #

toJSONList :: [StopBy] -> Value #

toEncodingList :: [StopBy] -> Encoding #

omitField :: StopBy -> Bool #

Generic StopBy Source #

Instance details

Defined in Assumptions

Associated Types

type Rep StopBy

Instance details

Defined in Assumptions

type Rep StopBy = D1 ('MetaData "StopBy" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "StopByDate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopByPre" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre])))

Methods

from :: StopBy -> Rep StopBy x #

to :: Rep StopBy x -> StopBy #

Read StopBy Source #

Instance details

Defined in Assumptions

Methods

readsPrec :: Int -> ReadS StopBy #

readList :: ReadS [StopBy] #

readPrec :: ReadPrec StopBy #

readListPrec :: ReadPrec [StopBy] #

Show StopBy Source #

Instance details

Defined in Assumptions

Methods

showsPrec :: Int -> StopBy -> ShowS #

show :: StopBy -> String #

showList :: [StopBy] -> ShowS #

type Rep StopBy Source #

Instance details

Defined in Assumptions

type Rep StopBy = D1 ('MetaData "StopBy" "Assumptions" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "StopByDate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopByPre" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre])))

MortgageAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
MortgageDeqAssump (Maybe AssetDelinquencyAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
LeaseAssump (Maybe LeaseDefaultType) LeaseAssetGapAssump LeaseAssetRentAssump LeaseEndType
LoanAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
InstallmentAssump (Maybe AssetDefaultAssumption) (Maybe AssetPrepayAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
ReceivableAssump (Maybe AssetDefaultAssumption) (Maybe RecoveryAssumption) (Maybe ExtraStress)
FixedAssetAssump Ts Ts (Maybe Int)