Hastructure-0.50.0: Cashflow modeling library for structured finance

Safe Haskell	None
Language	Haskell2010

Deal.DealAction

Synopsis

performActionWrap :: Asset a => Date -> (TestDeal a, RunContext a, DList ResultComponent) -> Action -> Either String (TestDeal a, RunContext a, DList ResultComponent)
performAction :: Asset a => Date -> TestDeal a -> Action -> Either String (TestDeal a)
calcDueFee :: Asset a => TestDeal a -> Date -> Fee -> Either String Fee
testTrigger :: Asset a => TestDeal a -> Date -> Trigger -> Either String Trigger
data RunContext a = RunContext {
- runPoolFlow :: Map PoolId PoolCashflow
- revolvingAssump :: Maybe (Map String (RevolvingPool, ApplyAssumptionType))
- revolvingInterestRateAssump :: Maybe [RateAssumption]
}
updateLiqProvider :: Asset a => TestDeal a -> Date -> LiqFacility -> LiqFacility
calcDueInt :: Asset a => TestDeal a -> Date -> Bond -> Either String Bond
priceAssetUnion :: AssetUnion -> Date -> PricingMethod -> AssetPerf -> Maybe [RateAssumption] -> Either String PriceResult
priceAssetUnionList :: [AssetUnion] -> Date -> PricingMethod -> ApplyAssumptionType -> Maybe [RateAssumption] -> Either String [PriceResult]
inspectVars :: Asset a => TestDeal a -> Date -> DealStats -> Either String ResultComponent
inspectListVars :: Asset a => TestDeal a -> Date -> [DealStats] -> Either String [ResultComponent]

Documentation

performActionWrap :: Asset a => Date -> (TestDeal a, RunContext a, DList ResultComponent) -> Action -> Either String (TestDeal a, RunContext a, DList ResultComponent) Source #

performAction :: Asset a => Date -> TestDeal a -> Action -> Either String (TestDeal a) Source #

calcDueFee :: Asset a => TestDeal a -> Date -> Fee -> Either String Fee Source #

testTrigger :: Asset a => TestDeal a -> Date -> Trigger -> Either String Trigger Source #

data RunContext a Source #

Constructors

RunContext
Fields runPoolFlow :: Map PoolId PoolCashflow revolvingAssump :: Maybe (Map String (RevolvingPool, ApplyAssumptionType)) revolvingInterestRateAssump :: Maybe [RateAssumption]

Instances

Instances details

Show (RunContext a) Source #
Instance details Defined in Deal.DealAction Methods showsPrec :: Int -> RunContext a -> ShowS # show :: RunContext a -> String # showList :: [RunContext a] -> ShowS #

updateLiqProvider :: Asset a => TestDeal a -> Date -> LiqFacility -> LiqFacility Source #

TODO : to be replace from L.accrueInt Not possible to use L.accrueInt, since the interest may use formula to query on deal's stats

calcDueInt :: Asset a => TestDeal a -> Date -> Bond -> Either String Bond Source #

modify due principal for bond

priceAssetUnion :: AssetUnion -> Date -> PricingMethod -> AssetPerf -> Maybe [RateAssumption] -> Either String PriceResult Source #

priceAssetUnionList :: [AssetUnion] -> Date -> PricingMethod -> ApplyAssumptionType -> Maybe [RateAssumption] -> Either String [PriceResult] Source #

inspectVars :: Asset a => TestDeal a -> Date -> DealStats -> Either String ResultComponent Source #

inspectListVars :: Asset a => TestDeal a -> Date -> [DealStats] -> Either String [ResultComponent] Source #