Safe Haskell	None
Language	Haskell2010

CreditEnhancement

Synopsis

data LiqFacility = LiqFacility {
- liqName :: String
- liqType :: LiqSupportType
- liqBalance :: Balance
- liqCredit :: Maybe Balance
- liqCreditCalc :: Maybe LiqCreditCalc
- liqRateType :: Maybe RateType
- liqPremiumRateType :: Maybe RateType
- liqRate :: Maybe IRate
- liqPremiumRate :: Maybe IRate
- liqDueIntDate :: Maybe Date
- liqDueInt :: Balance
- liqDuePremium :: Balance
- liqStart :: Date
- liqEnds :: Maybe Date
- liqStmt :: Maybe Statement
}
data LiqSupportType
- = ReplenishSupport DatePattern Balance
- | FixSupport Balance
- | ByPct DealStats Rate
- | UnLimit
buildLiqResetAction :: [LiqFacility] -> Date -> [(String, Dates)] -> [(String, Dates)]
buildLiqRateResetAction :: [LiqFacility] -> Date -> [(String, Dates)] -> [(String, Dates)]
type LiquidityProviderName = String
draw :: Amount -> Date -> LiqFacility -> LiqFacility
repay :: Amount -> Date -> LiqRepayType -> LiqFacility -> LiqFacility
accrueLiqProvider :: Date -> LiqFacility -> LiqFacility
data LiqDrawType
- = LiqToAcc
- | LiqToBondInt
- | LiqToBondPrin
- | LiqToFee
data LiqRepayType
- = LiqBal
- | LiqPremium
- | LiqInt
- | LiqRepayTypes [LiqRepayType]
- | LiqResidual
- | LiqOD
data LiqCreditCalc
- = IncludeDueInt
- | IncludeDuePremium
- | IncludeBoth
consolStmt :: LiqFacility -> LiqFacility
data CreditDefaultSwap = CDS {
- cdsName :: String
- cdsAccrue :: Maybe DatePattern
- cdsCoverage :: DealStats
- cdsDue :: Balance
- cdsLast :: Maybe Date
- cdsPremiumRefBalance :: DealStats
- cdsPremiumRate :: IRate
- cdsRateType :: RateType
- cdsPremiumDue :: Balance
- cdsLastCalcDate :: Maybe Date
- cdsSettle :: Maybe DatePattern
- cdsSettleDate :: Maybe Date
- cdsNetCash :: Balance
- cdsStart :: Date
- cdsEnds :: Maybe Date
- cdsStmt :: Maybe Statement
}

Documentation

data LiqFacility Source #

Constructors

LiqFacility

Fields

liqName :: String
liqType :: LiqSupportType
liqBalance :: Balance
total balance supported/drawed
liqCredit :: Maybe Balance
available balance to support. Nothing -> unlimit
liqCreditCalc :: Maybe LiqCreditCalc
how to calculate credit
liqRateType :: Maybe RateType
interest rate type
liqPremiumRateType :: Maybe RateType
premium rate type
liqRate :: Maybe IRate
current interest rated on oustanding balance
liqPremiumRate :: Maybe IRate
current premium rate used on unused credit, a.k. commitment fee
liqDueIntDate :: Maybe Date
last day of interest/premium calculated
liqDueInt :: Balance
oustanding due on interest
liqDuePremium :: Balance
oustanding due on premium
liqStart :: Date
when liquidiy provider came into effective
liqEnds :: Maybe Date
when liquidiy provider came into expired
liqStmt :: Maybe Statement
transaction history

Instances

Instances details

UseRate LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

isAdjustbleRate :: LiqFacility -> Bool Source #

getIndex :: LiqFacility -> Maybe Index Source #

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

getResetDates :: LiqFacility -> Dates Source #

getSpread :: LiqFacility -> Maybe Spread Source #

QueryByComment LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

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

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

Liable LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

isPaidOff :: LiqFacility -> Bool Source #

getCurBalance :: LiqFacility -> Balance Source #

getCurRate :: LiqFacility -> IRate Source #

getOriginBalance :: LiqFacility -> Balance Source #

getOriginDate :: LiqFacility -> Date Source #

getAccrueBegDate :: LiqFacility -> Date Source #

getDueInt :: LiqFacility -> Balance Source #

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

getDueIntOverInt :: LiqFacility -> Balance Source #

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

getTotalDueInt :: LiqFacility -> Balance Source #

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

getOutstandingAmount :: LiqFacility -> Balance Source #

FromJSON LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

parseJSON :: Value -> Parser LiqFacility #

parseJSONList :: Value -> Parser [LiqFacility] #

omittedField :: Maybe LiqFacility #

ToJSON LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

toJSON :: LiqFacility -> Value #

toEncoding :: LiqFacility -> Encoding #

toJSONList :: [LiqFacility] -> Value #

toEncodingList :: [LiqFacility] -> Encoding #

omitField :: LiqFacility -> Bool #

Generic LiqFacility Source #

Instance details

Defined in CreditEnhancement

Associated Types

type Rep LiqFacility

Instance details

Defined in CreditEnhancement

Methods

from :: LiqFacility -> Rep LiqFacility x #

to :: Rep LiqFacility x -> LiqFacility #

Show LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

showsPrec :: Int -> LiqFacility -> ShowS #

show :: LiqFacility -> String #

showList :: [LiqFacility] -> ShowS #

Eq LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

Ord LiqFacility Source #

Instance details

Defined in CreditEnhancement

Methods

compare :: LiqFacility -> LiqFacility -> Ordering #

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

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

(>) :: LiqFacility -> LiqFacility -> Bool #

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

max :: LiqFacility -> LiqFacility -> LiqFacility #

min :: LiqFacility -> LiqFacility -> LiqFacility #

type Rep LiqFacility Source #

Instance details

Defined in CreditEnhancement

data LiqSupportType Source #

Constructors

ReplenishSupport DatePattern Balance	Credit will be refresh by an interval
FixSupport Balance	Fixed credit amount
ByPct DealStats Rate	By a pct of formula
UnLimit	Unlimit credit support, like insurance company

Instances

Instances details

FromJSON LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Methods

parseJSON :: Value -> Parser LiqSupportType #

parseJSONList :: Value -> Parser [LiqSupportType] #

omittedField :: Maybe LiqSupportType #

ToJSON LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Methods

toJSON :: LiqSupportType -> Value #

toEncoding :: LiqSupportType -> Encoding #

toJSONList :: [LiqSupportType] -> Value #

toEncodingList :: [LiqSupportType] -> Encoding #

omitField :: LiqSupportType -> Bool #

Generic LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Associated Types

type Rep LiqSupportType

Instance details

Defined in CreditEnhancement

type Rep LiqSupportType = D1 ('MetaData "LiqSupportType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "ReplenishSupport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "FixSupport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :+: (C1 ('MetaCons "ByPct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "UnLimit" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: LiqSupportType -> Rep LiqSupportType x #

to :: Rep LiqSupportType x -> LiqSupportType #

Show LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Methods

showsPrec :: Int -> LiqSupportType -> ShowS #

show :: LiqSupportType -> String #

showList :: [LiqSupportType] -> ShowS #

Eq LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

Ord LiqSupportType Source #

Instance details

Defined in CreditEnhancement

Methods

compare :: LiqSupportType -> LiqSupportType -> Ordering #

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

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

(>) :: LiqSupportType -> LiqSupportType -> Bool #

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

max :: LiqSupportType -> LiqSupportType -> LiqSupportType #

min :: LiqSupportType -> LiqSupportType -> LiqSupportType #

type Rep LiqSupportType Source #

Instance details

Defined in CreditEnhancement

type Rep LiqSupportType = D1 ('MetaData "LiqSupportType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "ReplenishSupport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DatePattern) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "FixSupport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :+: (C1 ('MetaCons "ByPct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "UnLimit" 'PrefixI 'False) (U1 :: Type -> Type)))

buildLiqResetAction :: [LiqFacility] -> Date -> [(String, Dates)] -> [(String, Dates)] Source #

update the reset events of liquidity provider

buildLiqRateResetAction :: [LiqFacility] -> Date -> [(String, Dates)] -> [(String, Dates)] Source #

update the rate reset events of liquidity provider

type LiquidityProviderName = String Source #

describle credit support

draw :: Amount -> Date -> LiqFacility -> LiqFacility Source #

draw cash from liquidity provider

repay :: Amount -> Date -> LiqRepayType -> LiqFacility -> LiqFacility Source #

accrueLiqProvider :: Date -> LiqFacility -> LiqFacility Source #

accure fee and interest of a liquidity provider and update credit available

data LiqDrawType Source #

Constructors

LiqToAcc	draw credit and deposit cash to account
LiqToBondInt	draw credit and pay to bond interest if any shortfall
LiqToBondPrin	draw credit and pay to bond principal if any shortfall
LiqToFee	draw credit and pay to a fee if there is a shortfall

Instances

Instances details

FromJSON LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Methods

parseJSON :: Value -> Parser LiqDrawType #

parseJSONList :: Value -> Parser [LiqDrawType] #

omittedField :: Maybe LiqDrawType #

ToJSON LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Methods

toJSON :: LiqDrawType -> Value #

toEncoding :: LiqDrawType -> Encoding #

toJSONList :: [LiqDrawType] -> Value #

toEncodingList :: [LiqDrawType] -> Encoding #

omitField :: LiqDrawType -> Bool #

Generic LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Associated Types

type Rep LiqDrawType

Instance details

Defined in CreditEnhancement

type Rep LiqDrawType = D1 ('MetaData "LiqDrawType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "LiqToAcc" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqToBondInt" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "LiqToBondPrin" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqToFee" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: LiqDrawType -> Rep LiqDrawType x #

to :: Rep LiqDrawType x -> LiqDrawType #

Show LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Methods

showsPrec :: Int -> LiqDrawType -> ShowS #

show :: LiqDrawType -> String #

showList :: [LiqDrawType] -> ShowS #

Eq LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

Ord LiqDrawType Source #

Instance details

Defined in CreditEnhancement

Methods

compare :: LiqDrawType -> LiqDrawType -> Ordering #

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

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

(>) :: LiqDrawType -> LiqDrawType -> Bool #

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

max :: LiqDrawType -> LiqDrawType -> LiqDrawType #

min :: LiqDrawType -> LiqDrawType -> LiqDrawType #

type Rep LiqDrawType Source #

Instance details

Defined in CreditEnhancement

type Rep LiqDrawType = D1 ('MetaData "LiqDrawType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "LiqToAcc" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqToBondInt" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "LiqToBondPrin" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqToFee" 'PrefixI 'False) (U1 :: Type -> Type)))

data LiqRepayType Source #

Constructors

LiqBal	repay oustanding balance of liquidation provider
LiqPremium	repay oustanding premium fee of lp
LiqInt	repay oustanding interest of lp
LiqRepayTypes [LiqRepayType]	repay by sequence
LiqResidual
LiqOD

Instances

Instances details

FromJSON LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Methods

parseJSON :: Value -> Parser LiqRepayType #

parseJSONList :: Value -> Parser [LiqRepayType] #

omittedField :: Maybe LiqRepayType #

ToJSON LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Methods

toJSON :: LiqRepayType -> Value #

toEncoding :: LiqRepayType -> Encoding #

toJSONList :: [LiqRepayType] -> Value #

toEncodingList :: [LiqRepayType] -> Encoding #

omitField :: LiqRepayType -> Bool #

Generic LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Associated Types

type Rep LiqRepayType

Instance details

Defined in CreditEnhancement

type Rep LiqRepayType = D1 ('MetaData "LiqRepayType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "LiqBal" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LiqPremium" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqInt" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "LiqRepayTypes" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [LiqRepayType])) :+: (C1 ('MetaCons "LiqResidual" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqOD" 'PrefixI 'False) (U1 :: Type -> Type))))

Methods

from :: LiqRepayType -> Rep LiqRepayType x #

to :: Rep LiqRepayType x -> LiqRepayType #

Show LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Methods

showsPrec :: Int -> LiqRepayType -> ShowS #

show :: LiqRepayType -> String #

showList :: [LiqRepayType] -> ShowS #

Eq LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

Ord LiqRepayType Source #

Instance details

Defined in CreditEnhancement

Methods

compare :: LiqRepayType -> LiqRepayType -> Ordering #

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

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

(>) :: LiqRepayType -> LiqRepayType -> Bool #

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

max :: LiqRepayType -> LiqRepayType -> LiqRepayType #

min :: LiqRepayType -> LiqRepayType -> LiqRepayType #

type Rep LiqRepayType Source #

Instance details

Defined in CreditEnhancement

type Rep LiqRepayType = D1 ('MetaData "LiqRepayType" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "LiqBal" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LiqPremium" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqInt" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "LiqRepayTypes" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [LiqRepayType])) :+: (C1 ('MetaCons "LiqResidual" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "LiqOD" 'PrefixI 'False) (U1 :: Type -> Type))))

data LiqCreditCalc Source #

Constructors

IncludeDueInt
IncludeDuePremium
IncludeBoth

Instances

Instances details

FromJSON LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Methods

parseJSON :: Value -> Parser LiqCreditCalc #

parseJSONList :: Value -> Parser [LiqCreditCalc] #

omittedField :: Maybe LiqCreditCalc #

ToJSON LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Methods

toJSON :: LiqCreditCalc -> Value #

toEncoding :: LiqCreditCalc -> Encoding #

toJSONList :: [LiqCreditCalc] -> Value #

toEncodingList :: [LiqCreditCalc] -> Encoding #

omitField :: LiqCreditCalc -> Bool #

Generic LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Associated Types

type Rep LiqCreditCalc
Instance details Defined in CreditEnhancement type Rep LiqCreditCalc = D1 ('MetaData "LiqCreditCalc" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "IncludeDueInt" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "IncludeDuePremium" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "IncludeBoth" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: LiqCreditCalc -> Rep LiqCreditCalc x #

to :: Rep LiqCreditCalc x -> LiqCreditCalc #

Show LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Methods

showsPrec :: Int -> LiqCreditCalc -> ShowS #

show :: LiqCreditCalc -> String #

showList :: [LiqCreditCalc] -> ShowS #

Eq LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Methods

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

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

Ord LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

Methods

compare :: LiqCreditCalc -> LiqCreditCalc -> Ordering #

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

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

(>) :: LiqCreditCalc -> LiqCreditCalc -> Bool #

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

max :: LiqCreditCalc -> LiqCreditCalc -> LiqCreditCalc #

min :: LiqCreditCalc -> LiqCreditCalc -> LiqCreditCalc #

type Rep LiqCreditCalc Source #

Instance details

Defined in CreditEnhancement

type Rep LiqCreditCalc = D1 ('MetaData "LiqCreditCalc" "CreditEnhancement" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "IncludeDueInt" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "IncludeDuePremium" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "IncludeBoth" 'PrefixI 'False) (U1 :: Type -> Type)))

consolStmt :: LiqFacility -> LiqFacility Source #

data CreditDefaultSwap Source #

Constructors

CDS

Fields

cdsName :: String
cdsAccrue :: Maybe DatePattern
cdsCoverage :: DealStats
the coverage
cdsDue :: Balance
the amount to collect from CDS,paid to SPV as cure to loss incurred by SPV
cdsLast :: Maybe Date
last date of Due calc
cdsPremiumRefBalance :: DealStats
how notional balance is calculated
cdsPremiumRate :: IRate
the rate to calculate premium
cdsRateType :: RateType
interest rate type
cdsPremiumDue :: Balance
the due premium to payout from SPV
cdsLastCalcDate :: Maybe Date
last calculate date on net cash
cdsSettle :: Maybe DatePattern
cdsSettleDate :: Maybe Date
last setttle date on net cash
cdsNetCash :: Balance
the net cash to settle ,negative means SPV pay to CDS, positive means CDS pay to SPV
cdsStart :: Date
cdsEnds :: Maybe Date
cdsStmt :: Maybe Statement