Hastructure-0.50.0: Cashflow modeling library for structured finance
Safe HaskellNone
LanguageHaskell2010

Deal

Synopsis

Documentation

run :: Asset a => TestDeal a -> Map PoolId PoolCashflow -> Maybe [ActionOnDate] -> Maybe [RateAssumption] -> Maybe ([Pre], [Pre]) -> Maybe (Map String (RevolvingPool, ApplyAssumptionType)) -> DList ResultComponent -> Either String (TestDeal a, DList ResultComponent, Map PoolId PoolCashflow) Source #

runPool :: Asset a => Pool a -> Maybe ApplyAssumptionType -> Maybe [RateAssumption] -> Either String [(CashFlowFrame, Map CutoffFields Balance)] Source #

run a pool of assets ,use asOfDate of Pool to cutoff cashflow yields from assets with assumptions supplied

patch issuance balance for PreClosing Deal

getInits :: Asset a => Set ExpectReturn -> TestDeal a -> Maybe ApplyAssumptionType -> Maybe NonPerfAssumption -> Either String (TestDeal a, [ActionOnDate], Map PoolId PoolCashflow, Map PoolId PoolCashflow) Source #

UI translation : to read pool cash

runDeal :: Asset a => TestDeal a -> Set ExpectReturn -> Maybe ApplyAssumptionType -> NonPerfAssumption -> Either String (TestDeal a, Map PoolId CashFlowFrame, [ResultComponent], Map String PriceResult, Map PoolId PoolCashflow) Source #

data ExpectReturn Source #

Constructors

DealLogs 
AssetLevelFlow 

Instances

Instances details
FromJSON ExpectReturn Source # 
Instance details

Defined in Deal

Methods

parseJSON :: Value -> Parser ExpectReturn #

parseJSONList :: Value -> Parser [ExpectReturn] #

omittedField :: Maybe ExpectReturn #

ToJSON ExpectReturn Source # 
Instance details

Defined in Deal

Methods

toJSON :: ExpectReturn -> Value #

toEncoding :: ExpectReturn -> Encoding #

toJSONList :: [ExpectReturn] -> Value #

toEncodingList :: [ExpectReturn] -> Encoding #

omitField :: ExpectReturn -> Bool #

Generic ExpectReturn Source # 
Instance details

Defined in Deal

Associated Types

type Rep ExpectReturn 
Instance details

Defined in Deal

type Rep ExpectReturn = D1 ('MetaData "ExpectReturn" "Deal" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DealLogs" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "AssetLevelFlow" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: ExpectReturn -> Rep ExpectReturn x #

to :: Rep ExpectReturn x -> ExpectReturn #

Show ExpectReturn Source # 
Instance details

Defined in Deal

Methods

showsPrec :: Int -> ExpectReturn -> ShowS #

show :: ExpectReturn -> String #

showList :: [ExpectReturn] -> ShowS #

Eq ExpectReturn Source # 
Instance details

Defined in Deal

Methods

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

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

Ord ExpectReturn Source # 
Instance details

Defined in Deal

Methods

compare :: ExpectReturn -> ExpectReturn -> Ordering #

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

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

(>) :: ExpectReturn -> ExpectReturn -> Bool #

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

max :: ExpectReturn -> ExpectReturn -> ExpectReturn #

min :: ExpectReturn -> ExpectReturn -> ExpectReturn #

type Rep ExpectReturn Source # 
Instance details

Defined in Deal

type Rep ExpectReturn = D1 ('MetaData "ExpectReturn" "Deal" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "DealLogs" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "AssetLevelFlow" 'PrefixI 'False) (U1 :: Type -> Type))

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

populateDealDates :: DateDesp -> DealStatus -> Either String (Date, Date, Date, [ActionOnDate], [ActionOnDate], Date, [ActionOnDate]) Source #

accrueRC :: Asset a => TestDeal a -> Date -> [RateAssumption] -> RateCap -> Either String RateCap Source #

test if a clean up call should be fired

calcTargetAmount :: Asset a => TestDeal a -> Date -> Account -> Either String Balance Source #

calcuate target balance for a reserve account, 0 for a non-reserve account

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

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

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

removePoolCf :: Asset a => TestDeal a -> TestDeal a Source #

runPoolType :: Asset a => Bool -> PoolType a -> Maybe ApplyAssumptionType -> Maybe NonPerfAssumption -> Either String (Map PoolId PoolCashflow) Source #

data PoolType a Source #

Instances

Instances details
FromJSON a => FromJSON (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Methods

parseJSON :: Value -> Parser (PoolType a) #

parseJSONList :: Value -> Parser [PoolType a] #

omittedField :: Maybe (PoolType a) #

ToJSON a => ToJSON (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Methods

toJSON :: PoolType a -> Value #

toEncoding :: PoolType a -> Encoding #

toJSONList :: [PoolType a] -> Value #

toEncodingList :: [PoolType a] -> Encoding #

omitField :: PoolType a -> Bool #

Generic (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Associated Types

type Rep (PoolType a) 
Instance details

Defined in Deal.DealBase

type Rep (PoolType a) = D1 ('MetaData "PoolType" "Deal.DealBase" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "MultiPool" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map PoolId (Pool a)))) :+: C1 ('MetaCons "ResecDeal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map PoolId (UnderlyingDeal a)))))

Methods

from :: PoolType a -> Rep (PoolType a) x #

to :: Rep (PoolType a) x -> PoolType a #

Show a => Show (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Methods

showsPrec :: Int -> PoolType a -> ShowS #

show :: PoolType a -> String #

showList :: [PoolType a] -> ShowS #

Eq a => Eq (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Methods

(==) :: PoolType a -> PoolType a -> Bool #

(/=) :: PoolType a -> PoolType a -> Bool #

Ord a => Ord (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

Methods

compare :: PoolType a -> PoolType a -> Ordering #

(<) :: PoolType a -> PoolType a -> Bool #

(<=) :: PoolType a -> PoolType a -> Bool #

(>) :: PoolType a -> PoolType a -> Bool #

(>=) :: PoolType a -> PoolType a -> Bool #

max :: PoolType a -> PoolType a -> PoolType a #

min :: PoolType a -> PoolType a -> PoolType a #

type Rep (PoolType a) Source # 
Instance details

Defined in Deal.DealBase

type Rep (PoolType a) = D1 ('MetaData "PoolType" "Deal.DealBase" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "MultiPool" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map PoolId (Pool a)))) :+: C1 ('MetaCons "ResecDeal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Map PoolId (UnderlyingDeal a)))))

data ActionOnDate Source #

Constructors

EarnAccInt Date AccName

sweep bank account interest

ChangeDealStatusTo Date DealStatus

change deal status

AccrueFee Date FeeName

accure fee

ResetLiqProvider Date String

reset credit for liquidity provider

ResetLiqProviderRate Date String

accure interest/premium amount for liquidity provider

PoolCollection Date String

collect pool cashflow and deposit to accounts

RunWaterfall Date String

execute waterfall on distribution date

DealClosed Date

actions to perform at the deal closing day, and enter a new deal status

FireTrigger Date DealCycle String

fire a trigger

InspectDS Date [DealStats]

inspect formulas

CalcIRSwap Date String

calc interest rate swap dates

SettleIRSwap Date String

settle interest rate swap dates

AccrueCapRate Date String

reset interest rate cap dates

ResetBondRate Date String

reset bond interest rate per bond's interest rate info

StepUpBondRate Date String

reset bond interest rate per bond's interest rate info

ResetSrtRate Date String 
ResetAccRate Date String 
AccrueSrt Date String 
MakeWhole Date Spread (Table Float Spread) 
IssueBond Date (Maybe Pre) String AccName Bond (Maybe DealStats) (Maybe DealStats) 
FundBond Date (Maybe Pre) String AccName Amount 
RefiBondRate Date AccountName BondName InterestInfo 
RefiBond Date AccountName Bond 
BuildReport StartDate EndDate

build cashflow report between dates and balance report at end date

StopRunFlag Date

stop the run with a message

StopRunTest Date [Pre]

stop the run with a condition

HitStatedMaturity Date

hit the stated maturity date

TestCall Date

test call dates

Instances

Instances details
TimeSeries ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

cmp :: ActionOnDate -> ActionOnDate -> Ordering Source #

sameDate :: ActionOnDate -> ActionOnDate -> Bool Source #

getDate :: ActionOnDate -> Date Source #

getDates :: [ActionOnDate] -> [Date] Source #

filterByDate :: [ActionOnDate] -> Date -> [ActionOnDate] Source #

sliceBy :: RangeType -> StartDate -> EndDate -> [ActionOnDate] -> [ActionOnDate] Source #

cutBy :: CutoffType -> DateDirection -> Date -> [ActionOnDate] -> [ActionOnDate] Source #

cmpWith :: ActionOnDate -> Date -> Ordering Source #

isAfter :: ActionOnDate -> Date -> Bool Source #

isOnAfter :: ActionOnDate -> Date -> Bool Source #

isBefore :: ActionOnDate -> Date -> Bool Source #

isOnBefore :: ActionOnDate -> Date -> Bool Source #

splitBy :: Date -> CutoffType -> [ActionOnDate] -> ([ActionOnDate], [ActionOnDate]) Source #

getByDate :: Date -> [ActionOnDate] -> Maybe ActionOnDate Source #

FromJSON ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

parseJSON :: Value -> Parser ActionOnDate #

parseJSONList :: Value -> Parser [ActionOnDate] #

omittedField :: Maybe ActionOnDate #

ToJSON ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

toJSON :: ActionOnDate -> Value #

toEncoding :: ActionOnDate -> Encoding #

toJSONList :: [ActionOnDate] -> Value #

toEncodingList :: [ActionOnDate] -> Encoding #

omitField :: ActionOnDate -> Bool #

Generic ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Associated Types

type Rep ActionOnDate 
Instance details

Defined in Deal.DealBase

type Rep ActionOnDate = D1 ('MetaData "ActionOnDate" "Deal.DealBase" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((((C1 ('MetaCons "EarnAccInt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName)) :+: (C1 ('MetaCons "ChangeDealStatusTo" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStatus)) :+: C1 ('MetaCons "AccrueFee" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 FeeName)))) :+: ((C1 ('MetaCons "ResetLiqProvider" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetLiqProviderRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: (C1 ('MetaCons "PoolCollection" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "RunWaterfall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))))) :+: ((C1 ('MetaCons "DealClosed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: (C1 ('MetaCons "FireTrigger" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealCycle) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: C1 ('MetaCons "InspectDS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [DealStats])))) :+: ((C1 ('MetaCons "CalcIRSwap" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "SettleIRSwap" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: (C1 ('MetaCons "AccrueCapRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetBondRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))))) :+: (((C1 ('MetaCons "StepUpBondRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: (C1 ('MetaCons "ResetSrtRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetAccRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))) :+: ((C1 ('MetaCons "AccrueSrt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "MakeWhole" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Spread) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Table Float Spread))))) :+: (C1 ('MetaCons "IssueBond" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Pre)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :*: ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond)) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DealStats)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DealStats))))) :+: C1 ('MetaCons "FundBond" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Pre))) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Amount))))))) :+: ((C1 ('MetaCons "RefiBondRate" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: 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 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond))) :+: C1 ('MetaCons "BuildReport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 StartDate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 EndDate)))) :+: ((C1 ('MetaCons "StopRunFlag" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopRunTest" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre]))) :+: (C1 ('MetaCons "HitStatedMaturity" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "TestCall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)))))))

Methods

from :: ActionOnDate -> Rep ActionOnDate x #

to :: Rep ActionOnDate x -> ActionOnDate #

Read ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

readsPrec :: Int -> ReadS ActionOnDate #

readList :: ReadS [ActionOnDate] #

readPrec :: ReadPrec ActionOnDate #

readListPrec :: ReadPrec [ActionOnDate] #

Show ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

showsPrec :: Int -> ActionOnDate -> ShowS #

show :: ActionOnDate -> String #

showList :: [ActionOnDate] -> ShowS #

Eq ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

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

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

Ord ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

Methods

compare :: ActionOnDate -> ActionOnDate -> Ordering #

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

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

(>) :: ActionOnDate -> ActionOnDate -> Bool #

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

max :: ActionOnDate -> ActionOnDate -> ActionOnDate #

min :: ActionOnDate -> ActionOnDate -> ActionOnDate #

type Rep ActionOnDate Source # 
Instance details

Defined in Deal.DealBase

type Rep ActionOnDate = D1 ('MetaData "ActionOnDate" "Deal.DealBase" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((((C1 ('MetaCons "EarnAccInt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName)) :+: (C1 ('MetaCons "ChangeDealStatusTo" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStatus)) :+: C1 ('MetaCons "AccrueFee" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 FeeName)))) :+: ((C1 ('MetaCons "ResetLiqProvider" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetLiqProviderRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: (C1 ('MetaCons "PoolCollection" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "RunWaterfall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))))) :+: ((C1 ('MetaCons "DealClosed" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: (C1 ('MetaCons "FireTrigger" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealCycle) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: C1 ('MetaCons "InspectDS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [DealStats])))) :+: ((C1 ('MetaCons "CalcIRSwap" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "SettleIRSwap" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :+: (C1 ('MetaCons "AccrueCapRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetBondRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))))) :+: (((C1 ('MetaCons "StepUpBondRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: (C1 ('MetaCons "ResetSrtRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "ResetAccRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))) :+: ((C1 ('MetaCons "AccrueSrt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "MakeWhole" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Spread) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Table Float Spread))))) :+: (C1 ('MetaCons "IssueBond" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Pre)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))) :*: ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond)) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DealStats)) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe DealStats))))) :+: C1 ('MetaCons "FundBond" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 (Maybe Pre))) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Amount))))))) :+: ((C1 ('MetaCons "RefiBondRate" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: 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 Date) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 AccountName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Bond))) :+: C1 ('MetaCons "BuildReport" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 StartDate) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 EndDate)))) :+: ((C1 ('MetaCons "StopRunFlag" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "StopRunTest" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [Pre]))) :+: (C1 ('MetaCons "HitStatedMaturity" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)) :+: C1 ('MetaCons "TestCall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)))))))

data DateDesp Source #

Constructors

PreClosingDates CutoffDate ClosingDate (Maybe RevolvingDate) StatedDate (Date, PoolCollectionDates) (Date, DistributionDates) 
CurrentDates (Date, Date) (Maybe Date) StatedDate (Date, PoolCollectionDates) (Date, DistributionDates) 
GenericDates (Map DateType DatePattern) 

Instances

Instances details
DealDates DateDesp Source # 
Instance details

Defined in Deal.DealDate

Methods

getClosingDate :: DateDesp -> Either String Date Source #

getFirstPayDate :: DateDesp -> Date Source #

getLastPayDate :: DateDesp -> Either String Date Source #

FromJSON DateDesp Source # 
Instance details

Defined in Deal.DealBase

Methods

parseJSON :: Value -> Parser DateDesp #

parseJSONList :: Value -> Parser [DateDesp] #

omittedField :: Maybe DateDesp #

ToJSON DateDesp Source # 
Instance details

Defined in Deal.DealBase

Methods

toJSON :: DateDesp -> Value #

toEncoding :: DateDesp -> Encoding #

toJSONList :: [DateDesp] -> Value #

toEncodingList :: [DateDesp] -> Encoding #

omitField :: DateDesp -> Bool #

Generic DateDesp Source # 
Instance details

Defined in Deal.DealBase

Associated Types

type Rep DateDesp 
Instance details

Defined in Deal.DealBase

type Rep DateDesp

Methods

from :: DateDesp -> Rep DateDesp x #

to :: Rep DateDesp x -> DateDesp #

Show DateDesp Source # 
Instance details

Defined in Deal.DealBase

Methods

showsPrec :: Int -> DateDesp -> ShowS #

show :: DateDesp -> String #

showList :: [DateDesp] -> ShowS #

Eq DateDesp Source # 
Instance details

Defined in Deal.DealBase

Methods

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

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

Ord DateDesp Source # 
Instance details

Defined in Deal.DealBase

Methods

compare :: DateDesp -> DateDesp -> Ordering #

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

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

(>) :: DateDesp -> DateDesp -> Bool #

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

max :: DateDesp -> DateDesp -> DateDesp #

min :: DateDesp -> DateDesp -> DateDesp #

type Rep DateDesp Source # 
Instance details

Defined in Deal.DealBase

type Rep DateDesp

changeDealStatus :: Asset a => (Date, String) -> DealStatus -> TestDeal a -> (Maybe ResultComponent, TestDeal a) Source #

no status change for deal already ended