Hastructure-0.50.0: Cashflow modeling library for structured finance

Safe Haskell	None
Language	Haskell2010

Deal.DealMod

Synopsis

modDeal :: Asset a => ModifyType -> Double -> TestDeal a -> TestDeal a
data ModifyType
- = AddSpreadToBonds BondName
- | SlideBalances BondName BondName
data AdjStrategy
- = ScaleBySpread
- | ScaleByFactor

Documentation

modDeal :: Asset a => ModifyType -> Double -> TestDeal a -> TestDeal a Source #

data ModifyType Source #

Modify a deal by various type of recipes

Constructors

AddSpreadToBonds BondName
SlideBalances BondName BondName

Instances

Instances details

FromJSON ModifyType Source #

Instance details

Defined in Deal.DealMod

Methods

parseJSON :: Value -> Parser ModifyType #

parseJSONList :: Value -> Parser [ModifyType] #

omittedField :: Maybe ModifyType #

ToJSON ModifyType Source #

Instance details

Defined in Deal.DealMod

Methods

toJSON :: ModifyType -> Value #

toEncoding :: ModifyType -> Encoding #

toJSONList :: [ModifyType] -> Value #

toEncodingList :: [ModifyType] -> Encoding #

omitField :: ModifyType -> Bool #

Generic ModifyType Source #

Instance details

Defined in Deal.DealMod

Associated Types

type Rep ModifyType

Instance details

Defined in Deal.DealMod

type Rep ModifyType = D1 ('MetaData "ModifyType" "Deal.DealMod" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "AddSpreadToBonds" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName)) :+: C1 ('MetaCons "SlideBalances" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName)))

Methods

from :: ModifyType -> Rep ModifyType x #

to :: Rep ModifyType x -> ModifyType #

Show ModifyType Source #

Instance details

Defined in Deal.DealMod

Methods

showsPrec :: Int -> ModifyType -> ShowS #

show :: ModifyType -> String #

showList :: [ModifyType] -> ShowS #

ToSchema ModifyType Source #

Instance details

Defined in Deal.DealMod

Methods

declareNamedSchema :: Proxy ModifyType -> Declare (Definitions Schema) NamedSchema #

type Rep ModifyType Source #

Instance details

Defined in Deal.DealMod

type Rep ModifyType = D1 ('MetaData "ModifyType" "Deal.DealMod" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "AddSpreadToBonds" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName)) :+: C1 ('MetaCons "SlideBalances" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BondName)))

data AdjStrategy Source #

Constructors

ScaleBySpread
ScaleByFactor

Instances

Instances details

FromJSON AdjStrategy Source #

Instance details

Defined in Deal.DealMod

Methods

parseJSON :: Value -> Parser AdjStrategy #

parseJSONList :: Value -> Parser [AdjStrategy] #

omittedField :: Maybe AdjStrategy #

ToJSON AdjStrategy Source #

Instance details

Defined in Deal.DealMod

Methods

toJSON :: AdjStrategy -> Value #

toEncoding :: AdjStrategy -> Encoding #

toJSONList :: [AdjStrategy] -> Value #

toEncodingList :: [AdjStrategy] -> Encoding #

omitField :: AdjStrategy -> Bool #

Generic AdjStrategy Source #

Instance details

Defined in Deal.DealMod

Associated Types

type Rep AdjStrategy
Instance details Defined in Deal.DealMod type Rep AdjStrategy = D1 ('MetaData "AdjStrategy" "Deal.DealMod" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ScaleBySpread" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "ScaleByFactor" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: AdjStrategy -> Rep AdjStrategy x #

to :: Rep AdjStrategy x -> AdjStrategy #

Show AdjStrategy Source #

Instance details

Defined in Deal.DealMod

Methods

showsPrec :: Int -> AdjStrategy -> ShowS #

show :: AdjStrategy -> String #

showList :: [AdjStrategy] -> ShowS #

ToSchema AdjStrategy Source #

Instance details

Defined in Deal.DealMod

Methods

declareNamedSchema :: Proxy AdjStrategy -> Declare (Definitions Schema) NamedSchema #

type Rep AdjStrategy Source #

Instance details

Defined in Deal.DealMod

type Rep AdjStrategy = D1 ('MetaData "AdjStrategy" "Deal.DealMod" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ScaleBySpread" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "ScaleByFactor" 'PrefixI 'False) (U1 :: Type -> Type))