Safe Haskell	None
Language	Haskell2010

Types

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Synopsis

data DayCount
- = DC_30E_360
- | DC_30Ep_360
- | DC_ACT_360
- | DC_ACT_365
- | DC_ACT_365A
- | DC_ACT_365L
- | DC_NL_365
- | DC_ACT_365F
- | DC_ACT_ACT
- | DC_30_360_ISDA
- | DC_30_360_German
- | DC_30_360_US
data DateType
- = ClosingDate
- | CutoffDate
- | FirstPayDate
- | NextPayDate
- | NextCollectDate
- | FirstCollectDate
- | LastCollectDate
- | LastPayDate
- | StatedMaturityDate
- | DistributionDates
- | CollectionDates
- | CustomExeDates String
data DatePattern
- = MonthEnd
- | QuarterEnd
- | YearEnd
- | MonthFirst
- | QuarterFirst
- | MidYear
- | YearFirst
- | MonthDayOfYear Int Int
- | DayOfMonth Int
- | SemiAnnual (Int, Int) (Int, Int)
- | CustomDate [Date]
- | SingletonDate Date
- | DaysInYear [(Int, Int)]
- | EveryNMonth Date Int
- | Weekday Int
- | AllDatePattern [DatePattern]
- | StartsExclusive Date DatePattern
- | StartsAt CutoffType Date DatePattern
- | EndsAt CutoffType Date DatePattern
- | Exclude DatePattern [DatePattern]
- | OffsetBy DatePattern Int
type BondName = String
type BondNames = [String]
type FeeName = String
type FeeNames = [String]
type AccName = String
type AccNames = [String]
type AccountName = String
data Ts
- = FloatCurve [TsPoint Rational]
- | BoolCurve [TsPoint Bool]
- | BalanceCurve [TsPoint Balance]
- | LeftBalanceCurve [TsPoint Balance]
- | RatioCurve [TsPoint Rational]
- | ThresholdCurve [TsPoint Rational]
- | IRateCurve [TsPoint IRate]
- | FactorCurveClosed [TsPoint Rational] Date
- | PricingCurve [TsPoint Rational]
- | PeriodCurve [TsPoint Int]
- | IntCurve [TsPoint Int]
data TsPoint a = TsPoint Date a
data PoolSource
- = CollectedInterest
- | CollectedPrincipal
- | CollectedRecoveries
- | CollectedPrepayment
- | CollectedPrepaymentPenalty
- | CollectedRental
- | CollectedFeePaid
- | CollectedCash
- | NewDefaults
- | NewLosses
- | NewDelinquencies
- | CurBalance
- | CurBegBalance
data PerPoint a = PerPoint Int a
data PerCurve a
- = CurrentVal [PerPoint a]
- | WithTrailVal [PerPoint a]
getValFromPerCurve :: PerCurve a -> DateDirection -> CutoffType -> Int -> Maybe a
data Period
- = Daily
- | Weekly
- | BiWeekly
- | Monthly
- | Quarterly
- | SemiAnnually
- | Annually
data Threshold
- = Below
- | EqBelow
- | Above
- | EqAbove
data RangeType
- = II
- | IE
- | EI
- | EE
- | NO_IE
data CutoffType
- = Inc
- | Exc
data DealStatus
- = DealAccelerated (Maybe Date)
- | DealDefaulted (Maybe Date)
- | Amortizing
- | Revolving
- | PreClosing DealStatus
- | Warehousing (Maybe DealStatus)
- | Called
- | Ended Date
type Balance = Centi
data Index
- = LPR5Y
- | LPR1Y
- | LIBOR1M
- | LIBOR3M
- | LIBOR6M
- | LIBOR1Y
- | USTSY1Y
- | USTSY2Y
- | USTSY3Y
- | USTSY5Y
- | USTSY7Y
- | USTSY10Y
- | USTSY20Y
- | USTSY30Y
- | USCMT1Y
- | PRIME
- | COFI
- | SOFR1M
- | SOFR3M
- | SOFR6M
- | SOFR1Y
- | EURIBOR1M
- | EURIBOR3M
- | EURIBOR6M
- | EURIBOR12M
- | BBSW
- | IRPH
- | SONIA
data Cmp
- = G
- | GE
- | L
- | LE
- | E
data TimeHorizion
- = ByMonth
- | ByYear
- | ByQuarter
type Date = Day
type Dates = [Day]
class TimeSeries ts where
- cmp :: ts -> ts -> Ordering
- sameDate :: ts -> ts -> Bool
- getDate :: ts -> Date
- getDates :: [ts] -> [Date]
- filterByDate :: [ts] -> Date -> [ts]
- sliceBy :: RangeType -> StartDate -> EndDate -> [ts] -> [ts]
- cutBy :: CutoffType -> DateDirection -> Date -> [ts] -> [ts]
- cmpWith :: ts -> Date -> Ordering
- isAfter :: ts -> Date -> Bool
- isOnAfter :: ts -> Date -> Bool
- isBefore :: ts -> Date -> Bool
- isOnBefore :: ts -> Date -> Bool
- splitBy :: Date -> CutoffType -> [ts] -> ([ts], [ts])
- getByDate :: Date -> [ts] -> Maybe ts
type IRate = Micro
type Amount = Balance
type Rate = Rational
type StartDate = Date
type EndDate = Date
type Lag = Int
type Spread = Micro
type Floor = Micro
type Cap = Micro
type Interest = Balance
type Principal = Balance
type Cash = Balance
type Default = Balance
type Loss = Balance
type Rental = Balance
type PrepaymentPenalty = Balance
data SplitType
- = EqToLeft
- | EqToRight
- | EqToLeftKeepOne
- | EqToLeftKeepOnes
data BookItem
- = Item String Balance
- | ParentItem String BookItems
type BookItems = [BookItem]
data BalanceSheetReport = BalanceSheetReport {
- asset :: BookItem
- liability :: BookItem
- equity :: BookItem
- reportDate :: Date
}
data CashflowReport = CashflowReport {
- inflow :: BookItem
- outflow :: BookItem
- net :: BookItem
- startDate :: Date
- endDate :: Date
}
type Floater = (Index, Spread)
type CeName = String
data RateAssumption
- = RateCurve Index Ts
- | RateFlat Index IRate
type PrepaymentRate = Rate
type DefaultRate = Rate
type RecoveryRate = Rate
type RemainTerms = Int
type Recovery = Balance
type Prepayment = Balance
data Table a b = ThresholdTable [(a, b)]
lookupTable :: Ord a => Table a b -> Direction -> (a -> Bool) -> Maybe b
data Direction
- = Up
- | Down
epocDate :: Day
type BorrowerNum = Int
data Txn
- = BondTxn Date Balance Interest Principal IRate Cash DueInt DueIoI (Maybe Float) TxnComment
- | AccTxn Date Balance Amount TxnComment
- | ExpTxn Date Balance Amount Balance TxnComment
- | SupportTxn Date (Maybe Balance) Balance DueInt DuePremium Cash TxnComment
- | IrsTxn Date Balance Amount IRate IRate Balance TxnComment
- | EntryTxn Date Balance Amount TxnComment
- | TrgTxn Date Bool TxnComment
data TxnComment
- = PayInt [BondName]
- | PayYield BondName
- | PayPrin [BondName]
- | PayGroupPrin [BondName]
- | PayGroupInt [BondName]
- | WriteOff BondName Balance
- | FundWith BondName Balance
- | PayPrinResidual [BondName]
- | PayFee FeeName
- | SeqPayFee [FeeName]
- | PayFeeYield FeeName
- | Transfer AccName AccName
- | TransferBy AccName AccName Limit
- | BookLedgerBy BookDirection String
- | PoolInflow (Maybe [PoolId]) PoolSource
- | LiquidationProceeds [PoolId]
- | LiquidationSupport String
- | LiquidationDraw
- | LiquidationRepay String
- | LiquidationSupportInt Balance Balance
- | BankInt
- | SupportDraw
- | Empty
- | Tag String
- | UsingDS DealStats
- | SwapAccrue
- | SwapInSettle String
- | SwapOutSettle String
- | PurchaseAsset String Balance
- | IssuanceProceeds String
- | TxnDirection BookDirection
- | TxnComments [TxnComment]
data RoundingBy a
- = RoundCeil a
- | RoundFloor a
data DateDirection
- = Future
- | Past
data BookDirection
- = Credit
- | Debit
type IRR = Micro
data DealCycle
- = EndCollection
- | EndCollectionWF
- | BeginDistributionWF
- | EndDistributionWF
- | InWF
data Limit
- = DuePct Rate
- | DueCapAmt Balance
- | KeepBalAmt DealStats
- | DS DealStats
- | RemainBalPct Rate
- | TillTarget
- | TillSource
- | Multiple Limit Float
data Pre
- = IfZero DealStats
- | If Cmp DealStats Balance
- | IfRate Cmp DealStats Micro
- | IfCurve Cmp DealStats Ts
- | IfByPeriodCurve Cmp DealStats DealStats (PerCurve Balance)
- | IfRateCurve Cmp DealStats Ts
- | IfRateByPeriodCurve Cmp DealStats DealStats (PerCurve Rate)
- | IfIntCurve Cmp DealStats Ts
- | IfInt Cmp DealStats Int
- | IfIntBetween DealStats RangeType Int Int
- | IfIntIn DealStats [Int]
- | IfDate Cmp Date
- | IfDateBetween RangeType Date Date
- | IfDateIn Dates
- | IfBool DealStats Bool
- | If2 Cmp DealStats DealStats
- | IfRate2 Cmp DealStats DealStats
- | IfInt2 Cmp DealStats DealStats
- | IfDealStatus DealStatus
- | Always Bool
- | IfNot Pre
- | Any [Pre]
- | All [Pre]
class Liable lb where
- isPaidOff :: lb -> Bool
- getCurBalance :: lb -> Balance
- getCurRate :: lb -> IRate
- getOriginBalance :: lb -> Balance
- getOriginDate :: lb -> Date
- getAccrueBegDate :: lb -> Date
- getDueInt :: lb -> Balance
- getDueIntAt :: lb -> Int -> Balance
- getDueIntOverInt :: lb -> Balance
- getDueIntOverIntAt :: lb -> Int -> Balance
- getTotalDueInt :: lb -> Balance
- getTotalDueIntAt :: lb -> Int -> Balance
- getOutstandingAmount :: lb -> Balance
type CumPrepay = Balance
type CumDefault = Balance
type CumDelinq = Balance
type CumPrincipal = Balance
type CumLoss = Balance
type CumRecovery = Balance
data PoolId
- = PoolName String
- | PoolConsol
- | DealBondFlow DealName String Date Rate
type DealName = String
lookupIntervalTable :: Ord a => Table a b -> Direction -> (a -> Bool) -> Maybe ((a, b), (a, b))
data CutoffFields
- = IssuanceBalance
- | HistoryRecoveries
- | HistoryInterest
- | HistoryPrepayment
- | HistoryPrepaymentPentalty
- | HistoryPrincipal
- | HistoryRental
- | HistoryDefaults
- | HistoryDelinquency
- | HistoryLoss
- | HistoryCash
- | HistoryFeePaid
- | AccruedInterest
- | RuntimeCurrentPoolBalance
data PriceResult
- = PriceResult Valuation PerFace WAL Duration Convexity AccruedInterest [Txn]
- | AssetPrice Valuation WAL Duration Convexity AccruedInterest
- | OASResult PriceResult [Valuation] Spread
- | ZSpread Spread
- | IrrResult IRR [Txn]
type DueInt = Balance
type DuePremium = Balance
type DueIoI = Balance
type DateVector = (Date, DatePattern)
data DealStats
- = CurrentBondBalance
- | CurrentPoolBalance (Maybe [PoolId])
- | CurrentPoolBegBalance (Maybe [PoolId])
- | CurrentPoolDefaultedBalance
- | CumulativePoolDefaultedBalance (Maybe [PoolId])
- | CumulativePoolRecoveriesBalance (Maybe [PoolId])
- | CumulativeNetLoss (Maybe [PoolId])
- | OriginalBondBalance
- | OriginalBondBalanceOf [BondName]
- | BondTotalFunding [BondName]
- | OriginalPoolBalance (Maybe [PoolId])
- | DealIssuanceBalance (Maybe [PoolId])
- | UseCustomData String
- | PoolCumCollection [PoolSource] (Maybe [PoolId])
- | PoolCumCollectionTill Int [PoolSource] (Maybe [PoolId])
- | PoolCurCollection [PoolSource] (Maybe [PoolId])
- | PoolCollectionStats Int [PoolSource] (Maybe [PoolId])
- | PoolWaSpread (Maybe [PoolId])
- | AllAccBalance
- | AccBalance [AccName]
- | LedgerBalance [String]
- | LedgerBalanceBy BookDirection [String]
- | LedgerTxnAmt [String] (Maybe TxnComment)
- | ReserveBalance [AccName]
- | ReserveGap [AccName]
- | ReserveExcess [AccName]
- | ReserveGapAt Date [AccName]
- | ReserveExcessAt Date [AccName]
- | FutureCurrentPoolBalance (Maybe [PoolId])
- | FutureCurrentSchedulePoolBalance (Maybe [PoolId])
- | FutureCurrentSchedulePoolBegBalance (Maybe [PoolId])
- | PoolScheduleCfPv PricingMethod (Maybe [PoolId])
- | FuturePoolScheduleCfPv Date PricingMethod (Maybe [PoolId])
- | FutureWaCurrentPoolBalance Date Date (Maybe [PoolId])
- | FutureCurrentPoolBegBalance (Maybe [PoolId])
- | FutureCurrentBondBalance Date
- | CurrentBondBalanceOf [BondName]
- | BondIntPaidAt Date BondName
- | BondsIntPaidAt Date [BondName]
- | BondPrinPaidAt Date BondName
- | BondsPrinPaidAt Date [BondName]
- | BondBalanceTarget [BondName]
- | BondBalanceGap BondName
- | BondBalanceGapAt Date BondName
- | BondDuePrin [BondName]
- | BondReturn BondName Balance [TsPoint Amount]
- | FeePaidAmt [FeeName]
- | FeeTxnAmt [FeeName] (Maybe TxnComment)
- | BondTxnAmt [BondName] (Maybe TxnComment)
- | AccTxnAmt [AccName] (Maybe TxnComment)
- | FeeTxnAmtBy Date [FeeName] (Maybe TxnComment)
- | BondTxnAmtBy Date [BondName] (Maybe TxnComment)
- | AccTxnAmtBy Date [AccName] (Maybe TxnComment)
- | FeesPaidAt Date [FeeName]
- | CurrentDueBondInt [BondName]
- | CurrentDueBondIntAt Int [BondName]
- | CurrentDueBondIntOverInt [BondName]
- | CurrentDueBondIntOverIntAt Int [BondName]
- | CurrentDueBondIntTotal [BondName]
- | CurrentDueBondIntTotalAt Int [BondName]
- | CurrentDueFee [FeeName]
- | LastBondIntPaid [BondName]
- | LastBondPrinPaid [BondName]
- | LastFeePaid [FeeName]
- | LiqCredit [String]
- | LiqBalance [String]
- | RateCapNet String
- | RateSwapNet String
- | BondBalanceHistory Date Date
- | PoolCollectionHistory PoolSource Date Date (Maybe [PoolId])
- | UnderlyingBondBalance (Maybe [BondName])
- | WeightedAvgCurrentPoolBalance Date Date (Maybe [PoolId])
- | WeightedAvgCurrentBondBalance Date Date [BondName]
- | WeightedAvgOriginalPoolBalance Date Date (Maybe [PoolId])
- | WeightedAvgOriginalBondBalance Date Date [BondName]
- | CustomData String Date
- | DealStatBalance DealStatFields
- | AmountRequiredForTargetIRR Double BondName
- | CurrentPoolBorrowerNum (Maybe [PoolId])
- | FutureCurrentPoolBorrowerNum Date (Maybe [PoolId])
- | ProjCollectPeriodNum
- | MonthsTillMaturity BondName
- | DealStatInt DealStatFields
- | TestRate DealStats Cmp Micro
- | TestAny Bool [DealStats]
- | TestAll Bool [DealStats]
- | TestNot DealStats
- | IsDealStatus DealStatus
- | IsMostSenior BondName [BondName]
- | IsPaidOff [BondName]
- | IsFeePaidOff [String]
- | IsLiqSupportPaidOff [String]
- | IsRateSwapPaidOff [String]
- | IsOutstanding [BondName]
- | HasPassedMaturity [BondName]
- | TriggersStatus DealCycle String
- | DealStatBool DealStatFields
- | PoolWaRate (Maybe PoolId)
- | BondRate BondName
- | CumulativeNetLossRatio (Maybe [PoolId])
- | FutureCurrentBondFactor Date
- | FutureCurrentPoolFactor Date (Maybe [PoolId])
- | BondFactor
- | BondFactorOf BondName
- | CumulativePoolDefaultedRate (Maybe [PoolId])
- | CumulativePoolDefaultedRateTill Int (Maybe [PoolId])
- | PoolFactor (Maybe [PoolId])
- | BondWaRate [BondName]
- | DealStatRate DealStatFields
- | Factor DealStats Rational
- | Multiply [DealStats]
- | Max [DealStats]
- | Min [DealStats]
- | Sum [DealStats]
- | Substract [DealStats]
- | Subtract [DealStats]
- | Excess [DealStats]
- | Avg [DealStats]
- | AvgRatio [DealStats]
- | Divide DealStats DealStats
- | DivideRatio DealStats DealStats
- | Constant Rational
- | FloorAndCap DealStats DealStats DealStats
- | FloorWith DealStats DealStats
- | FloorWithZero DealStats
- | CapWith DealStats DealStats
- | Abs DealStats
- | Round DealStats (RoundingBy Rational)
data PricingMethod
- = BalanceFactor Rate Rate
- | BalanceFactor2 Rate Rate Rate
- | DefaultedBalance Rate
- | PV IRate Rate
- | PVCurve Ts
- | PvRate IRate
- | PvWal Ts
- | PvByRef DealStats
- | Custom Rate
data CustomDataType
- = CustomConstant Rational
- | CustomCurve Ts
- | CustomDS DealStats
data ResultComponent
- = CallAt Date
- | DealStatusChangeTo Date DealStatus DealStatus String
- | BondOutstanding String Balance Balance
- | BondOutstandingInt String Balance Balance
- | InspectBal Date DealStats Balance
- | InspectInt Date DealStats Int
- | InspectRate Date DealStats Micro
- | InspectBool Date DealStats Bool
- | RunningWaterfall Date ActionWhen
- | FinancialReport StartDate EndDate BalanceSheetReport CashflowReport
- | InspectWaterfall Date (Maybe String) [DealStats] [String]
- | ErrorMsg String
- | WarningMsg String
- | EndRun (Maybe Date) String
data DealStatType
- = RtnBalance
- | RtnRate
- | RtnBool
- | RtnInt
data ActionWhen
- = EndOfPoolCollection
- | DistributionDay DealStatus
- | CleanUp
- | OnClosingDay
- | DefaultDistribution
- | RampUp
- | WithinTrigger String
- | CustomWaterfall String
data DealStatFields
- = PoolCollectedPeriod
- | BondPaidPeriod
getDealStatType :: DealStats -> DealStatType
getPriceValue :: PriceResult -> Balance
preHasTrigger :: Pre -> [(DealCycle, String)]
data MyRatio
data HowToPay
- = ByProRata
- | BySequential
data BondPricingMethod
- = BondBalanceFactor Rate
- | PvBondByRate Rate
- | PvBondByCurve Ts
data InvestorAction
- = Buy
- | Sell
_BondTxn :: Prism' Txn (Date, Balance, Interest, Principal, IRate, Cash, DueInt, DueIoI, Maybe Float, TxnComment)
_InspectBal :: Prism' ResultComponent (Date, DealStats, Balance)
_IrrResult :: Prism' PriceResult (IRR, [Txn])

Documentation

data DayCount Source #

Constructors

DC_30E_360	ISMA European 30S/360 Special German Eurobond Basis
DC_30Ep_360	30E+/360
DC_ACT_360	Actual/360 , French
DC_ACT_365
DC_ACT_365A	Actual/365 Actual
DC_ACT_365L	Actual/365 Leap Year
DC_NL_365	Actual/365 No leap year
DC_ACT_365F	Actual /365 Fixed, English
DC_ACT_ACT	Actual/Actual ISDA
DC_30_360_ISDA	IDSA
DC_30_360_German	Gernman
DC_30_360_US	30/360 US Municipal , Bond basis

Instances

Instances details

FromJSON DayCount Source #

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Methods

parseJSON :: Value -> Parser DayCount #

parseJSONList :: Value -> Parser [DayCount] #

omittedField :: Maybe DayCount #

ToJSON DayCount Source #

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toJSON :: DayCount -> Value #

toEncoding :: DayCount -> Encoding #

toJSONList :: [DayCount] -> Value #

toEncodingList :: [DayCount] -> Encoding #

omitField :: DayCount -> Bool #

Generic DayCount Source #

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Associated Types

type Rep DayCount

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type Rep DayCount = D1 ('MetaData "DayCount" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "DC_30E_360" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_30Ep_360" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_360" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DC_ACT_365" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_ACT_365A" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_365L" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "DC_NL_365" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_ACT_365F" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_ACT" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DC_30_360_ISDA" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_30_360_German" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_30_360_US" 'PrefixI 'False) (U1 :: Type -> Type)))))

Methods

from :: DayCount -> Rep DayCount x #

to :: Rep DayCount x -> DayCount #

Read DayCount Source #

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readsPrec :: Int -> ReadS DayCount #

readList :: ReadS [DayCount] #

readPrec :: ReadPrec DayCount #

readListPrec :: ReadPrec [DayCount] #

Show DayCount Source #

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showsPrec :: Int -> DayCount -> ShowS #

show :: DayCount -> String #

showList :: [DayCount] -> ShowS #

Eq DayCount Source #

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

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

Ord DayCount Source #

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compare :: DayCount -> DayCount -> Ordering #

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

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

(>) :: DayCount -> DayCount -> Bool #

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

max :: DayCount -> DayCount -> DayCount #

min :: DayCount -> DayCount -> DayCount #

ToSchema DayCount Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep DayCount Source #

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Defined in Types

type Rep DayCount = D1 ('MetaData "DayCount" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "DC_30E_360" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_30Ep_360" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_360" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DC_ACT_365" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_ACT_365A" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_365L" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "DC_NL_365" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_ACT_365F" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_ACT_ACT" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DC_30_360_ISDA" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "DC_30_360_German" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DC_30_360_US" 'PrefixI 'False) (U1 :: Type -> Type)))))

data DateType Source #

Constructors

ClosingDate	deal closing day
CutoffDate	after which, the pool cashflow was aggregated to SPV
FirstPayDate	first payment day for bond/waterfall to run with
NextPayDate
NextCollectDate
FirstCollectDate	first collection day for pool
LastCollectDate	last collection day for pool
LastPayDate	last payment day for bond/waterfall
StatedMaturityDate	sated maturity date, all cashflow projection/deal action stops by
DistributionDates	distribution date for waterfall
CollectionDates	collection date for pool
CustomExeDates String	custom execution date

Instances

Instances details

FromJSON DateType Source #

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parseJSON :: Value -> Parser DateType #

parseJSONList :: Value -> Parser [DateType] #

omittedField :: Maybe DateType #

FromJSONKey DateType Source #

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fromJSONKey :: FromJSONKeyFunction DateType #

fromJSONKeyList :: FromJSONKeyFunction [DateType] #

ToJSON DateType Source #

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toJSON :: DateType -> Value #

toEncoding :: DateType -> Encoding #

toJSONList :: [DateType] -> Value #

toEncodingList :: [DateType] -> Encoding #

omitField :: DateType -> Bool #

ToJSONKey DateType Source #

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toJSONKey :: ToJSONKeyFunction DateType #

toJSONKeyList :: ToJSONKeyFunction [DateType] #

Generic DateType Source #

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Associated Types

type Rep DateType

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type Rep DateType = D1 ('MetaData "DateType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "ClosingDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CutoffDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "FirstPayDate" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "NextPayDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "NextCollectDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "FirstCollectDate" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "LastCollectDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LastPayDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "StatedMaturityDate" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DistributionDates" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectionDates" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CustomExeDates" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))))))

Methods

from :: DateType -> Rep DateType x #

to :: Rep DateType x -> DateType #

Read DateType Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DateType #

readList :: ReadS [DateType] #

readPrec :: ReadPrec DateType #

readListPrec :: ReadPrec [DateType] #

Show DateType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DateType -> ShowS #

show :: DateType -> String #

showList :: [DateType] -> ShowS #

Eq DateType Source #

Instance details

Defined in Types

Methods

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

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

Ord DateType Source #

Instance details

Defined in Types

Methods

compare :: DateType -> DateType -> Ordering #

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

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

(>) :: DateType -> DateType -> Bool #

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

max :: DateType -> DateType -> DateType #

min :: DateType -> DateType -> DateType #

type Rep DateType Source #

Instance details

Defined in Types

type Rep DateType = D1 ('MetaData "DateType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "ClosingDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CutoffDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "FirstPayDate" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "NextPayDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "NextCollectDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "FirstCollectDate" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "LastCollectDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LastPayDate" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "StatedMaturityDate" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "DistributionDates" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectionDates" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CustomExeDates" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String))))))

data DatePattern Source #

Instances

Instances details

FromJSON DatePattern Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser DatePattern #

parseJSONList :: Value -> Parser [DatePattern] #

omittedField :: Maybe DatePattern #

ToJSON DatePattern Source #

Instance details

Defined in Types

Methods

toJSON :: DatePattern -> Value #

toEncoding :: DatePattern -> Encoding #

toJSONList :: [DatePattern] -> Value #

toEncodingList :: [DatePattern] -> Encoding #

omitField :: DatePattern -> Bool #

Generic DatePattern Source #

Instance details

Defined in Types

Associated Types

type Rep DatePattern

Instance details

Defined in Types

Methods

from :: DatePattern -> Rep DatePattern x #

to :: Rep DatePattern x -> DatePattern #

Read DatePattern Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DatePattern #

readList :: ReadS [DatePattern] #

readPrec :: ReadPrec DatePattern #

readListPrec :: ReadPrec [DatePattern] #

Show DatePattern Source #

DayOfWeek Int -- T.DayOfWeek

Instance details

Defined in Types

Methods

showsPrec :: Int -> DatePattern -> ShowS #

show :: DatePattern -> String #

showList :: [DatePattern] -> ShowS #

Eq DatePattern Source #

Instance details

Defined in Types

Methods

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

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

Ord DatePattern Source #

Instance details

Defined in Types

Methods

compare :: DatePattern -> DatePattern -> Ordering #

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

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

(>) :: DatePattern -> DatePattern -> Bool #

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

max :: DatePattern -> DatePattern -> DatePattern #

min :: DatePattern -> DatePattern -> DatePattern #

ToSchema DatePattern Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep DatePattern Source #

Instance details

Defined in Types

type BondName = String Source #

type BondNames = [String] Source #

type FeeName = String Source #

type FeeNames = [String] Source #

type AccName = String Source #

type AccNames = [String] Source #

type AccountName = String Source #

data Ts Source #

Instances

Instances details

FromJSON Ts Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Ts #

parseJSONList :: Value -> Parser [Ts] #

omittedField :: Maybe Ts #

ToJSON Ts Source #

Instance details

Defined in Types

Methods

toJSON :: Ts -> Value #

toEncoding :: Ts -> Encoding #

toJSONList :: [Ts] -> Value #

toEncodingList :: [Ts] -> Encoding #

omitField :: Ts -> Bool #

Generic Ts Source #

Instance details

Defined in Types

Associated Types

type Rep Ts

Instance details

Defined in Types

Methods

from :: Ts -> Rep Ts x #

to :: Rep Ts x -> Ts #

Read Ts Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Ts #

readList :: ReadS [Ts] #

readPrec :: ReadPrec Ts #

readListPrec :: ReadPrec [Ts] #

Show Ts Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Ts -> ShowS #

show :: Ts -> String #

showList :: [Ts] -> ShowS #

Eq Ts Source #

Instance details

Defined in Types

Methods

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

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

Ord Ts Source #

Instance details

Defined in Types

Methods

compare :: Ts -> Ts -> Ordering #

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

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

(>) :: Ts -> Ts -> Bool #

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

max :: Ts -> Ts -> Ts #

min :: Ts -> Ts -> Ts #

ToSchema Ts Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep Ts Source #

Instance details

Defined in Types

data TsPoint a Source #

Constructors

TsPoint Date a

Instances

Instances details

TimeSeries (TsPoint a) Source #

Instance details

Defined in Types

Methods

cmp :: TsPoint a -> TsPoint a -> Ordering Source #

sameDate :: TsPoint a -> TsPoint a -> Bool Source #

getDate :: TsPoint a -> Date Source #

getDates :: [TsPoint a] -> [Date] Source #

filterByDate :: [TsPoint a] -> Date -> [TsPoint a] Source #

sliceBy :: RangeType -> StartDate -> EndDate -> [TsPoint a] -> [TsPoint a] Source #

cutBy :: CutoffType -> DateDirection -> Date -> [TsPoint a] -> [TsPoint a] Source #

cmpWith :: TsPoint a -> Date -> Ordering Source #

isAfter :: TsPoint a -> Date -> Bool Source #

isOnAfter :: TsPoint a -> Date -> Bool Source #

isBefore :: TsPoint a -> Date -> Bool Source #

isOnBefore :: TsPoint a -> Date -> Bool Source #

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

getByDate :: Date -> [TsPoint a] -> Maybe (TsPoint a) Source #

FromJSON a => FromJSON (TsPoint a) Source #

Instance details

Defined in Types

Methods

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

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

omittedField :: Maybe (TsPoint a) #

ToJSON a => ToJSON (TsPoint a) Source #

Instance details

Defined in Types

Methods

toJSON :: TsPoint a -> Value #

toEncoding :: TsPoint a -> Encoding #

toJSONList :: [TsPoint a] -> Value #

toEncodingList :: [TsPoint a] -> Encoding #

omitField :: TsPoint a -> Bool #

Generic (TsPoint a) Source #

Instance details

Defined in Types

Associated Types

type Rep (TsPoint a)

Instance details

Defined in Types

type Rep (TsPoint a) = D1 ('MetaData "TsPoint" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "TsPoint" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

Methods

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

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

Read a => Read (TsPoint a) Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS (TsPoint a) #

readList :: ReadS [TsPoint a] #

readPrec :: ReadPrec (TsPoint a) #

readListPrec :: ReadPrec [TsPoint a] #

Show a => Show (TsPoint a) Source #

Instance details

Defined in Types

Methods

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

show :: TsPoint a -> String #

showList :: [TsPoint a] -> ShowS #

Eq a => Eq (TsPoint a) Source #

Instance details

Defined in Types

Methods

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

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

Ord a => Ord (TsPoint a) Source #

Instance details

Defined in Types

Methods

compare :: TsPoint a -> TsPoint a -> Ordering #

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

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

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

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

max :: TsPoint a -> TsPoint a -> TsPoint a #

min :: TsPoint a -> TsPoint a -> TsPoint a #

ToSchema (TsPoint Balance) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

ToSchema (TsPoint IRate) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

ToSchema (TsPoint Rational) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

ToSchema (TsPoint Bool) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

ToSchema (TsPoint Int) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep (TsPoint a) Source #

Instance details

Defined in Types

type Rep (TsPoint a) = D1 ('MetaData "TsPoint" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "TsPoint" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

data PoolSource Source #

Constructors

CollectedInterest	interest
CollectedPrincipal	schdule principal
CollectedRecoveries	recoveries
CollectedPrepayment	prepayment
CollectedPrepaymentPenalty	prepayment pentalty
CollectedRental	rental from pool
CollectedFeePaid	fee from pool
CollectedCash	cash from pool
NewDefaults	new defaults in balance
NewLosses	new losses in balance
NewDelinquencies	new delinquencies in balance
CurBalance	performing balance
CurBegBalance	performing balance at the beginning of the period

Instances

Instances details

FromJSON PoolSource Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser PoolSource #

parseJSONList :: Value -> Parser [PoolSource] #

omittedField :: Maybe PoolSource #

ToJSON PoolSource Source #

Instance details

Defined in Types

Methods

toJSON :: PoolSource -> Value #

toEncoding :: PoolSource -> Encoding #

toJSONList :: [PoolSource] -> Value #

toEncodingList :: [PoolSource] -> Encoding #

omitField :: PoolSource -> Bool #

Generic PoolSource Source #

Instance details

Defined in Types

Associated Types

type Rep PoolSource

Instance details

Defined in Types

type Rep PoolSource = D1 ('MetaData "PoolSource" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "CollectedInterest" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedPrincipal" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CollectedRecoveries" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "CollectedPrepayment" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedPrepaymentPenalty" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CollectedRental" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "CollectedFeePaid" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedCash" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NewDefaults" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "NewLosses" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NewDelinquencies" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "CurBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CurBegBalance" 'PrefixI 'False) (U1 :: Type -> Type)))))

Methods

from :: PoolSource -> Rep PoolSource x #

to :: Rep PoolSource x -> PoolSource #

Read PoolSource Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS PoolSource #

readList :: ReadS [PoolSource] #

readPrec :: ReadPrec PoolSource #

readListPrec :: ReadPrec [PoolSource] #

Show PoolSource Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> PoolSource -> ShowS #

show :: PoolSource -> String #

showList :: [PoolSource] -> ShowS #

Eq PoolSource Source #

Instance details

Defined in Types

Methods

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

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

Ord PoolSource Source #

Instance details

Defined in Types

Methods

compare :: PoolSource -> PoolSource -> Ordering #

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

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

(>) :: PoolSource -> PoolSource -> Bool #

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

max :: PoolSource -> PoolSource -> PoolSource #

min :: PoolSource -> PoolSource -> PoolSource #

type Rep PoolSource Source #

Instance details

Defined in Types

type Rep PoolSource = D1 ('MetaData "PoolSource" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "CollectedInterest" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedPrincipal" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CollectedRecoveries" 'PrefixI 'False) (U1 :: Type -> Type))) :+: (C1 ('MetaCons "CollectedPrepayment" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedPrepaymentPenalty" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CollectedRental" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "CollectedFeePaid" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "CollectedCash" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NewDefaults" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "NewLosses" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NewDelinquencies" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "CurBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "CurBegBalance" 'PrefixI 'False) (U1 :: Type -> Type)))))

data PerPoint a Source #

Constructors

PerPoint Int a

Instances

Instances details

FromJSON a => FromJSON (PerPoint a) Source #

Instance details

Defined in Types

Methods

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

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

omittedField :: Maybe (PerPoint a) #

ToJSON a => ToJSON (PerPoint a) Source #

Instance details

Defined in Types

Methods

toJSON :: PerPoint a -> Value #

toEncoding :: PerPoint a -> Encoding #

toJSONList :: [PerPoint a] -> Value #

toEncodingList :: [PerPoint a] -> Encoding #

omitField :: PerPoint a -> Bool #

Generic (PerPoint a) Source #

Instance details

Defined in Types

Associated Types

type Rep (PerPoint a)

Instance details

Defined in Types

type Rep (PerPoint a) = D1 ('MetaData "PerPoint" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PerPoint" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

Methods

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

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

Read a => Read (PerPoint a) Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS (PerPoint a) #

readList :: ReadS [PerPoint a] #

readPrec :: ReadPrec (PerPoint a) #

readListPrec :: ReadPrec [PerPoint a] #

Show a => Show (PerPoint a) Source #

Instance details

Defined in Types

Methods

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

show :: PerPoint a -> String #

showList :: [PerPoint a] -> ShowS #

Eq a => Eq (PerPoint a) Source #

Instance details

Defined in Types

Methods

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

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

Ord a => Ord (PerPoint a) Source #

Instance details

Defined in Types

Methods

compare :: PerPoint a -> PerPoint a -> Ordering #

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

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

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

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

max :: PerPoint a -> PerPoint a -> PerPoint a #

min :: PerPoint a -> PerPoint a -> PerPoint a #

type Rep (PerPoint a) Source #

Instance details

Defined in Types

type Rep (PerPoint a) = D1 ('MetaData "PerPoint" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PerPoint" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Int) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

data PerCurve a Source #

Constructors

CurrentVal [PerPoint a]
WithTrailVal [PerPoint a]

Instances

Instances details

FromJSON a => FromJSON (PerCurve a) Source #

Instance details

Defined in Types

Methods

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

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

omittedField :: Maybe (PerCurve a) #

ToJSON a => ToJSON (PerCurve a) Source #

Instance details

Defined in Types

Methods

toJSON :: PerCurve a -> Value #

toEncoding :: PerCurve a -> Encoding #

toJSONList :: [PerCurve a] -> Value #

toEncodingList :: [PerCurve a] -> Encoding #

omitField :: PerCurve a -> Bool #

Generic (PerCurve a) Source #

Instance details

Defined in Types

Associated Types

type Rep (PerCurve a)

Instance details

Defined in Types

type Rep (PerCurve a) = D1 ('MetaData "PerCurve" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CurrentVal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [PerPoint a])) :+: C1 ('MetaCons "WithTrailVal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [PerPoint a])))

Methods

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

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

Read a => Read (PerCurve a) Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS (PerCurve a) #

readList :: ReadS [PerCurve a] #

readPrec :: ReadPrec (PerCurve a) #

readListPrec :: ReadPrec [PerCurve a] #

Show a => Show (PerCurve a) Source #

Instance details

Defined in Types

Methods

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

show :: PerCurve a -> String #

showList :: [PerCurve a] -> ShowS #

Eq a => Eq (PerCurve a) Source #

Instance details

Defined in Types

Methods

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

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

Ord a => Ord (PerCurve a) Source #

Instance details

Defined in Types

Methods

compare :: PerCurve a -> PerCurve a -> Ordering #

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

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

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

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

max :: PerCurve a -> PerCurve a -> PerCurve a #

min :: PerCurve a -> PerCurve a -> PerCurve a #

type Rep (PerCurve a) Source #

Instance details

Defined in Types

type Rep (PerCurve a) = D1 ('MetaData "PerCurve" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CurrentVal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [PerPoint a])) :+: C1 ('MetaCons "WithTrailVal" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [PerPoint a])))

getValFromPerCurve :: PerCurve a -> DateDirection -> CutoffType -> Int -> Maybe a Source #

data Period Source #

Constructors

Daily
Weekly
BiWeekly
Monthly
Quarterly
SemiAnnually
Annually

Instances

Instances details

FromJSON Period Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Period #

parseJSONList :: Value -> Parser [Period] #

omittedField :: Maybe Period #

ToJSON Period Source #

Instance details

Defined in Types

Methods

toJSON :: Period -> Value #

toEncoding :: Period -> Encoding #

toJSONList :: [Period] -> Value #

toEncodingList :: [Period] -> Encoding #

omitField :: Period -> Bool #

Generic Period Source #

Instance details

Defined in Types

Associated Types

type Rep Period

Instance details

Defined in Types

type Rep Period = D1 ('MetaData "Period" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "Daily" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "Weekly" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BiWeekly" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "Monthly" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Quarterly" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "SemiAnnually" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Annually" 'PrefixI 'False) (U1 :: Type -> Type))))

Methods

from :: Period -> Rep Period x #

to :: Rep Period x -> Period #

Show Period Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Period -> ShowS #

show :: Period -> String #

showList :: [Period] -> ShowS #

Eq Period Source #

Instance details

Defined in Types

Methods

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

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

Ord Period Source #

Instance details

Defined in Types

Methods

compare :: Period -> Period -> Ordering #

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

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

(>) :: Period -> Period -> Bool #

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

max :: Period -> Period -> Period #

min :: Period -> Period -> Period #

ToSchema Period Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep Period Source #

Instance details

Defined in Types

type Rep Period = D1 ('MetaData "Period" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "Daily" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "Weekly" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BiWeekly" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "Monthly" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Quarterly" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "SemiAnnually" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Annually" 'PrefixI 'False) (U1 :: Type -> Type))))

data Threshold Source #

Constructors

Below
EqBelow
Above
EqAbove

Instances

Instances details

FromJSON Threshold Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Threshold #

parseJSONList :: Value -> Parser [Threshold] #

omittedField :: Maybe Threshold #

FromJSONKey Threshold Source #

Instance details

Defined in Types

Methods

fromJSONKey :: FromJSONKeyFunction Threshold #

fromJSONKeyList :: FromJSONKeyFunction [Threshold] #

ToJSON Threshold Source #

Instance details

Defined in Types

Methods

toJSON :: Threshold -> Value #

toEncoding :: Threshold -> Encoding #

toJSONList :: [Threshold] -> Value #

toEncodingList :: [Threshold] -> Encoding #

omitField :: Threshold -> Bool #

ToJSONKey Threshold Source #

Instance details

Defined in Types

Methods

toJSONKey :: ToJSONKeyFunction Threshold #

toJSONKeyList :: ToJSONKeyFunction [Threshold] #

Generic Threshold Source #

Instance details

Defined in Types

Associated Types

type Rep Threshold

Instance details

Defined in Types

type Rep Threshold = D1 ('MetaData "Threshold" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "Below" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqBelow" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "Above" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqAbove" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: Threshold -> Rep Threshold x #

to :: Rep Threshold x -> Threshold #

Read Threshold Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Threshold #

readList :: ReadS [Threshold] #

readPrec :: ReadPrec Threshold #

readListPrec :: ReadPrec [Threshold] #

Show Threshold Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Threshold -> ShowS #

show :: Threshold -> String #

showList :: [Threshold] -> ShowS #

Eq Threshold Source #

Instance details

Defined in Types

Methods

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

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

Ord Threshold Source #

Instance details

Defined in Types

Methods

compare :: Threshold -> Threshold -> Ordering #

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

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

(>) :: Threshold -> Threshold -> Bool #

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

max :: Threshold -> Threshold -> Threshold #

min :: Threshold -> Threshold -> Threshold #

type Rep Threshold Source #

Instance details

Defined in Types

type Rep Threshold = D1 ('MetaData "Threshold" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "Below" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqBelow" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "Above" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqAbove" 'PrefixI 'False) (U1 :: Type -> Type)))

data RangeType Source #

Constructors

II	include both start and end date
IE	include start date ,but not end date
EI	exclude start date but include end date
EE	exclude either start date and end date
NO_IE	no handling on start date and end date

Instances

Instances details

FromJSON RangeType Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser RangeType #

parseJSONList :: Value -> Parser [RangeType] #

omittedField :: Maybe RangeType #

ToJSON RangeType Source #

Instance details

Defined in Types

Methods

toJSON :: RangeType -> Value #

toEncoding :: RangeType -> Encoding #

toJSONList :: [RangeType] -> Value #

toEncodingList :: [RangeType] -> Encoding #

omitField :: RangeType -> Bool #

Generic RangeType Source #

Instance details

Defined in Types

Associated Types

type Rep RangeType

Instance details

Defined in Types

type Rep RangeType = D1 ('MetaData "RangeType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "II" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "IE" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "EI" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "EE" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NO_IE" 'PrefixI 'False) (U1 :: Type -> Type))))

Methods

from :: RangeType -> Rep RangeType x #

to :: Rep RangeType x -> RangeType #

Read RangeType Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS RangeType #

readList :: ReadS [RangeType] #

readPrec :: ReadPrec RangeType #

readListPrec :: ReadPrec [RangeType] #

Show RangeType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> RangeType -> ShowS #

show :: RangeType -> String #

showList :: [RangeType] -> ShowS #

Eq RangeType Source #

Instance details

Defined in Types

Methods

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

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

Ord RangeType Source #

Instance details

Defined in Types

Methods

compare :: RangeType -> RangeType -> Ordering #

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

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

(>) :: RangeType -> RangeType -> Bool #

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

max :: RangeType -> RangeType -> RangeType #

min :: RangeType -> RangeType -> RangeType #

type Rep RangeType Source #

Instance details

Defined in Types

type Rep RangeType = D1 ('MetaData "RangeType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "II" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "IE" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "EI" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "EE" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "NO_IE" 'PrefixI 'False) (U1 :: Type -> Type))))

data CutoffType Source #

Constructors

Inc
Exc

Instances

Instances details

FromJSON CutoffType Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser CutoffType #

parseJSONList :: Value -> Parser [CutoffType] #

omittedField :: Maybe CutoffType #

ToJSON CutoffType Source #

Instance details

Defined in Types

Methods

toJSON :: CutoffType -> Value #

toEncoding :: CutoffType -> Encoding #

toJSONList :: [CutoffType] -> Value #

toEncodingList :: [CutoffType] -> Encoding #

omitField :: CutoffType -> Bool #

Generic CutoffType Source #

Instance details

Defined in Types

Associated Types

type Rep CutoffType
Instance details Defined in Types type Rep CutoffType = D1 ('MetaData "CutoffType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Inc" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Exc" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: CutoffType -> Rep CutoffType x #

to :: Rep CutoffType x -> CutoffType #

Read CutoffType Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS CutoffType #

readList :: ReadS [CutoffType] #

readPrec :: ReadPrec CutoffType #

readListPrec :: ReadPrec [CutoffType] #

Show CutoffType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> CutoffType -> ShowS #

show :: CutoffType -> String #

showList :: [CutoffType] -> ShowS #

Eq CutoffType Source #

Instance details

Defined in Types

Methods

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

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

Ord CutoffType Source #

Instance details

Defined in Types

Methods

compare :: CutoffType -> CutoffType -> Ordering #

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

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

(>) :: CutoffType -> CutoffType -> Bool #

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

max :: CutoffType -> CutoffType -> CutoffType #

min :: CutoffType -> CutoffType -> CutoffType #

ToSchema CutoffType Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep CutoffType Source #

Instance details

Defined in Types

type Rep CutoffType = D1 ('MetaData "CutoffType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Inc" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Exc" 'PrefixI 'False) (U1 :: Type -> Type))

data DealStatus Source #

pricing methods for assets

Constructors

DealAccelerated (Maybe Date)	Deal is accelerated status with optinal accerlerated date
DealDefaulted (Maybe Date)	Deal is defaulted status with optinal default date
Amortizing	Deal is amortizing
Revolving	Deal is revolving
PreClosing DealStatus	Deal is not closed, but has a closing date
Warehousing (Maybe DealStatus)	Deal is not closed, but closing date is not determined yet
Called	Deal is called
Ended Date	Deal is marked as closed

Instances

Instances details

FromJSON DealStatus Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser DealStatus #

parseJSONList :: Value -> Parser [DealStatus] #

omittedField :: Maybe DealStatus #

ToJSON DealStatus Source #

Instance details

Defined in Types

Methods

toJSON :: DealStatus -> Value #

toEncoding :: DealStatus -> Encoding #

toJSONList :: [DealStatus] -> Value #

toEncodingList :: [DealStatus] -> Encoding #

omitField :: DealStatus -> Bool #

Generic DealStatus Source #

Instance details

Defined in Types

Associated Types

type Rep DealStatus

Instance details

Defined in Types

Methods

from :: DealStatus -> Rep DealStatus x #

to :: Rep DealStatus x -> DealStatus #

Read DealStatus Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DealStatus #

readList :: ReadS [DealStatus] #

readPrec :: ReadPrec DealStatus #

readListPrec :: ReadPrec [DealStatus] #

Show DealStatus Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DealStatus -> ShowS #

show :: DealStatus -> String #

showList :: [DealStatus] -> ShowS #

Eq DealStatus Source #

Instance details

Defined in Types

Methods

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

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

Ord DealStatus Source #

Instance details

Defined in Types

Methods

compare :: DealStatus -> DealStatus -> Ordering #

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

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

(>) :: DealStatus -> DealStatus -> Bool #

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

max :: DealStatus -> DealStatus -> DealStatus #

min :: DealStatus -> DealStatus -> DealStatus #

type Rep DealStatus Source #

Instance details

Defined in Types

type Balance = Centi Source #

data Index Source #

Instances

Instances details

FromJSON Index Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Index #

parseJSONList :: Value -> Parser [Index] #

omittedField :: Maybe Index #

ToJSON Index Source #

Instance details

Defined in Types

Methods

toJSON :: Index -> Value #

toEncoding :: Index -> Encoding #

toJSONList :: [Index] -> Value #

toEncodingList :: [Index] -> Encoding #

omitField :: Index -> Bool #

Generic Index Source #

Instance details

Defined in Types

Associated Types

type Rep Index

Instance details

Defined in Types

Methods

from :: Index -> Rep Index x #

to :: Rep Index x -> Index #

Read Index Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Index #

readList :: ReadS [Index] #

readPrec :: ReadPrec Index #

readListPrec :: ReadPrec [Index] #

Show Index Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Index -> ShowS #

show :: Index -> String #

showList :: [Index] -> ShowS #

Eq Index Source #

Instance details

Defined in Types

Methods

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

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

Ord Index Source #

Instance details

Defined in Types

Methods

compare :: Index -> Index -> Ordering #

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

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

(>) :: Index -> Index -> Bool #

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

max :: Index -> Index -> Index #

min :: Index -> Index -> Index #

ToSchema Index Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep Index Source #

Instance details

Defined in Types

data Cmp Source #

Constructors

G	Greater than
GE	Greater Equal than
L	Less than
LE	Less Equal than
E	Equals to

Instances

Instances details

FromJSON Cmp Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Cmp #

parseJSONList :: Value -> Parser [Cmp] #

omittedField :: Maybe Cmp #

ToJSON Cmp Source #

Instance details

Defined in Types

Methods

toJSON :: Cmp -> Value #

toEncoding :: Cmp -> Encoding #

toJSONList :: [Cmp] -> Value #

toEncodingList :: [Cmp] -> Encoding #

omitField :: Cmp -> Bool #

Generic Cmp Source #

Instance details

Defined in Types

Associated Types

type Rep Cmp

Instance details

Defined in Types

type Rep Cmp = D1 ('MetaData "Cmp" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "G" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "GE" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "L" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LE" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "E" 'PrefixI 'False) (U1 :: Type -> Type))))

Methods

from :: Cmp -> Rep Cmp x #

to :: Rep Cmp x -> Cmp #

Read Cmp Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Cmp #

readList :: ReadS [Cmp] #

readPrec :: ReadPrec Cmp #

readListPrec :: ReadPrec [Cmp] #

Show Cmp Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Cmp -> ShowS #

show :: Cmp -> String #

showList :: [Cmp] -> ShowS #

Eq Cmp Source #

Instance details

Defined in Types

Methods

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

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

Ord Cmp Source #

Instance details

Defined in Types

Methods

compare :: Cmp -> Cmp -> Ordering #

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

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

(>) :: Cmp -> Cmp -> Bool #

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

max :: Cmp -> Cmp -> Cmp #

min :: Cmp -> Cmp -> Cmp #

type Rep Cmp Source #

Instance details

Defined in Types

type Rep Cmp = D1 ('MetaData "Cmp" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "G" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "GE" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "L" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "LE" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "E" 'PrefixI 'False) (U1 :: Type -> Type))))

data TimeHorizion Source #

Constructors

ByMonth
ByYear
ByQuarter

type Date = Day Source #

type Dates = [Day] Source #

class TimeSeries ts where Source #

different types of curves, which determine how to interpolate between two points

Minimal complete definition

getDate

Methods

cmp :: ts -> ts -> Ordering Source #

sameDate :: ts -> ts -> Bool Source #

getDate :: ts -> Date Source #

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

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

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

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

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

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

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

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

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

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

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

Instances

Instances details

TimeSeries AccrualPeriod Source #
Instance details Defined in AssetClass.AssetBase Methods cmp :: AccrualPeriod -> AccrualPeriod -> Ordering Source # sameDate :: AccrualPeriod -> AccrualPeriod -> Bool Source # getDate :: AccrualPeriod -> Date Source # getDates :: [AccrualPeriod] -> [Date] Source # filterByDate :: [AccrualPeriod] -> Date -> [AccrualPeriod] Source # sliceBy :: RangeType -> StartDate -> EndDate -> [AccrualPeriod] -> [AccrualPeriod] Source # cutBy :: CutoffType -> DateDirection -> Date -> [AccrualPeriod] -> [AccrualPeriod] Source # cmpWith :: AccrualPeriod -> Date -> Ordering Source # isAfter :: AccrualPeriod -> Date -> Bool Source # isOnAfter :: AccrualPeriod -> Date -> Bool Source # isBefore :: AccrualPeriod -> Date -> Bool Source # isOnBefore :: AccrualPeriod -> Date -> Bool Source # splitBy :: Date -> CutoffType -> [AccrualPeriod] -> ([AccrualPeriod], [AccrualPeriod]) Source # getByDate :: Date -> [AccrualPeriod] -> Maybe AccrualPeriod Source #
TimeSeries TsRow Source #
Instance details Defined in Cashflow Methods cmp :: TsRow -> TsRow -> Ordering Source # sameDate :: TsRow -> TsRow -> Bool Source # getDate :: TsRow -> Date Source # getDates :: [TsRow] -> [Date] Source # filterByDate :: [TsRow] -> Date -> [TsRow] Source # sliceBy :: RangeType -> StartDate -> EndDate -> [TsRow] -> [TsRow] Source # cutBy :: CutoffType -> DateDirection -> Date -> [TsRow] -> [TsRow] Source # cmpWith :: TsRow -> Date -> Ordering Source # isAfter :: TsRow -> Date -> Bool Source # isOnAfter :: TsRow -> Date -> Bool Source # isBefore :: TsRow -> Date -> Bool Source # isOnBefore :: TsRow -> Date -> Bool Source # splitBy :: Date -> CutoffType -> [TsRow] -> ([TsRow], [TsRow]) Source # getByDate :: Date -> [TsRow] -> Maybe TsRow Source #
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 #
TimeSeries Txn Source #
Instance details Defined in Stmt Methods cmp :: Txn -> Txn -> Ordering Source # sameDate :: Txn -> Txn -> Bool Source # getDate :: Txn -> Date Source # getDates :: [Txn] -> [Date] Source # filterByDate :: [Txn] -> Date -> [Txn] Source # sliceBy :: RangeType -> StartDate -> EndDate -> [Txn] -> [Txn] Source # cutBy :: CutoffType -> DateDirection -> Date -> [Txn] -> [Txn] Source # cmpWith :: Txn -> Date -> Ordering Source # isAfter :: Txn -> Date -> Bool Source # isOnAfter :: Txn -> Date -> Bool Source # isBefore :: Txn -> Date -> Bool Source # isOnBefore :: Txn -> Date -> Bool Source # splitBy :: Date -> CutoffType -> [Txn] -> ([Txn], [Txn]) Source # getByDate :: Date -> [Txn] -> Maybe Txn Source #
TimeSeries (TsPoint a) Source #
Instance details Defined in Types Methods cmp :: TsPoint a -> TsPoint a -> Ordering Source # sameDate :: TsPoint a -> TsPoint a -> Bool Source # getDate :: TsPoint a -> Date Source # getDates :: [TsPoint a] -> [Date] Source # filterByDate :: [TsPoint a] -> Date -> [TsPoint a] Source # sliceBy :: RangeType -> StartDate -> EndDate -> [TsPoint a] -> [TsPoint a] Source # cutBy :: CutoffType -> DateDirection -> Date -> [TsPoint a] -> [TsPoint a] Source # cmpWith :: TsPoint a -> Date -> Ordering Source # isAfter :: TsPoint a -> Date -> Bool Source # isOnAfter :: TsPoint a -> Date -> Bool Source # isBefore :: TsPoint a -> Date -> Bool Source # isOnBefore :: TsPoint a -> Date -> Bool Source # splitBy :: Date -> CutoffType -> [TsPoint a] -> ([TsPoint a], [TsPoint a]) Source # getByDate :: Date -> [TsPoint a] -> Maybe (TsPoint a) Source #

type IRate = Micro Source #

type Amount = Balance Source #

type Rate = Rational Source #

type StartDate = Date Source #

type EndDate = Date Source #

type Lag = Int Source #

type Spread = Micro Source #

type Floor = Micro Source #

type Cap = Micro Source #

type Interest = Balance Source #

type Principal = Balance Source #

type Cash = Balance Source #

type Default = Balance Source #

type Loss = Balance Source #

type Rental = Balance Source #

type PrepaymentPenalty = Balance Source #

data SplitType Source #

deal level cumulative statistics

Constructors

EqToLeft
EqToRight
EqToLeftKeepOne
EqToLeftKeepOnes

Instances

Instances details

Generic SplitType Source #

Instance details

Defined in Types

Associated Types

type Rep SplitType

Instance details

Defined in Types

type Rep SplitType = D1 ('MetaData "SplitType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "EqToLeft" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqToRight" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "EqToLeftKeepOne" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqToLeftKeepOnes" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: SplitType -> Rep SplitType x #

to :: Rep SplitType x -> SplitType #

Show SplitType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> SplitType -> ShowS #

show :: SplitType -> String #

showList :: [SplitType] -> ShowS #

Eq SplitType Source #

Instance details

Defined in Types

Methods

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

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

type Rep SplitType Source #

Instance details

Defined in Types

type Rep SplitType = D1 ('MetaData "SplitType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "EqToLeft" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqToRight" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "EqToLeftKeepOne" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EqToLeftKeepOnes" 'PrefixI 'False) (U1 :: Type -> Type)))

data BookItem Source #

Constructors

Item String Balance
ParentItem String BookItems

Instances

Instances details

FromJSON BookItem Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser BookItem #

parseJSONList :: Value -> Parser [BookItem] #

omittedField :: Maybe BookItem #

ToJSON BookItem Source #

Instance details

Defined in Types

Methods

toJSON :: BookItem -> Value #

toEncoding :: BookItem -> Encoding #

toJSONList :: [BookItem] -> Value #

toEncodingList :: [BookItem] -> Encoding #

omitField :: BookItem -> Bool #

Generic BookItem Source #

Instance details

Defined in Types

Associated Types

type Rep BookItem

Instance details

Defined in Types

type Rep BookItem = D1 ('MetaData "BookItem" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Item" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "ParentItem" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItems)))

Methods

from :: BookItem -> Rep BookItem x #

to :: Rep BookItem x -> BookItem #

Read BookItem Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS BookItem #

readList :: ReadS [BookItem] #

readPrec :: ReadPrec BookItem #

readListPrec :: ReadPrec [BookItem] #

Show BookItem Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> BookItem -> ShowS #

show :: BookItem -> String #

showList :: [BookItem] -> ShowS #

Eq BookItem Source #

Instance details

Defined in Types

Methods

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

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

type Rep BookItem Source #

Instance details

Defined in Types

type Rep BookItem = D1 ('MetaData "BookItem" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Item" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance)) :+: C1 ('MetaCons "ParentItem" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItems)))

type BookItems = [BookItem] Source #

data BalanceSheetReport Source #

Constructors

BalanceSheetReport	snapshot date of the balance sheet
Fields asset :: BookItem liability :: BookItem equity :: BookItem reportDate :: Date

Instances

Instances details

FromJSON BalanceSheetReport Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser BalanceSheetReport #

parseJSONList :: Value -> Parser [BalanceSheetReport] #

omittedField :: Maybe BalanceSheetReport #

ToJSON BalanceSheetReport Source #

Instance details

Defined in Types

Methods

toJSON :: BalanceSheetReport -> Value #

toEncoding :: BalanceSheetReport -> Encoding #

toJSONList :: [BalanceSheetReport] -> Value #

toEncodingList :: [BalanceSheetReport] -> Encoding #

omitField :: BalanceSheetReport -> Bool #

Generic BalanceSheetReport Source #

Instance details

Defined in Types

Associated Types

type Rep BalanceSheetReport

Instance details

Defined in Types

type Rep BalanceSheetReport = D1 ('MetaData "BalanceSheetReport" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BalanceSheetReport" 'PrefixI 'True) ((S1 ('MetaSel ('Just "asset") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "liability") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem)) :*: (S1 ('MetaSel ('Just "equity") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "reportDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date))))

Methods

from :: BalanceSheetReport -> Rep BalanceSheetReport x #

to :: Rep BalanceSheetReport x -> BalanceSheetReport #

Read BalanceSheetReport Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS BalanceSheetReport #

readList :: ReadS [BalanceSheetReport] #

readPrec :: ReadPrec BalanceSheetReport #

readListPrec :: ReadPrec [BalanceSheetReport] #

Show BalanceSheetReport Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> BalanceSheetReport -> ShowS #

show :: BalanceSheetReport -> String #

showList :: [BalanceSheetReport] -> ShowS #

Eq BalanceSheetReport Source #

Instance details

Defined in Types

Methods

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

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

type Rep BalanceSheetReport Source #

Instance details

Defined in Types

type Rep BalanceSheetReport = D1 ('MetaData "BalanceSheetReport" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BalanceSheetReport" 'PrefixI 'True) ((S1 ('MetaSel ('Just "asset") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "liability") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem)) :*: (S1 ('MetaSel ('Just "equity") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "reportDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date))))

data CashflowReport Source #

Constructors

CashflowReport
Fields inflow :: BookItem outflow :: BookItem net :: BookItem startDate :: Date endDate :: Date

Instances

Instances details

FromJSON CashflowReport Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser CashflowReport #

parseJSONList :: Value -> Parser [CashflowReport] #

omittedField :: Maybe CashflowReport #

ToJSON CashflowReport Source #

Instance details

Defined in Types

Methods

toJSON :: CashflowReport -> Value #

toEncoding :: CashflowReport -> Encoding #

toJSONList :: [CashflowReport] -> Value #

toEncodingList :: [CashflowReport] -> Encoding #

omitField :: CashflowReport -> Bool #

Generic CashflowReport Source #

Instance details

Defined in Types

Associated Types

type Rep CashflowReport

Instance details

Defined in Types

type Rep CashflowReport = D1 ('MetaData "CashflowReport" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CashflowReport" 'PrefixI 'True) ((S1 ('MetaSel ('Just "inflow") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "outflow") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem)) :*: (S1 ('MetaSel ('Just "net") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: (S1 ('MetaSel ('Just "startDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "endDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)))))

Methods

from :: CashflowReport -> Rep CashflowReport x #

to :: Rep CashflowReport x -> CashflowReport #

Read CashflowReport Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS CashflowReport #

readList :: ReadS [CashflowReport] #

readPrec :: ReadPrec CashflowReport #

readListPrec :: ReadPrec [CashflowReport] #

Show CashflowReport Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> CashflowReport -> ShowS #

show :: CashflowReport -> String #

showList :: [CashflowReport] -> ShowS #

Eq CashflowReport Source #

Instance details

Defined in Types

Methods

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

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

type Rep CashflowReport Source #

Instance details

Defined in Types

type Rep CashflowReport = D1 ('MetaData "CashflowReport" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CashflowReport" 'PrefixI 'True) ((S1 ('MetaSel ('Just "inflow") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: S1 ('MetaSel ('Just "outflow") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem)) :*: (S1 ('MetaSel ('Just "net") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 BookItem) :*: (S1 ('MetaSel ('Just "startDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Just "endDate") 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date)))))

type Floater = (Index, Spread) Source #

type CeName = String Source #

data RateAssumption Source #

Constructors

RateCurve Index Ts	a rate curve ,which value of rates depends on time
RateFlat Index IRate	a rate constant

Instances

Instances details

FromJSON RateAssumption Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser RateAssumption #

parseJSONList :: Value -> Parser [RateAssumption] #

omittedField :: Maybe RateAssumption #

ToJSON RateAssumption Source #

Instance details

Defined in Types

Methods

toJSON :: RateAssumption -> Value #

toEncoding :: RateAssumption -> Encoding #

toJSONList :: [RateAssumption] -> Value #

toEncodingList :: [RateAssumption] -> Encoding #

omitField :: RateAssumption -> Bool #

Generic RateAssumption Source #

Instance details

Defined in Types

Associated Types

type Rep RateAssumption

Instance details

Defined in Types

type Rep RateAssumption = D1 ('MetaData "RateAssumption" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RateCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "RateFlat" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)))

Methods

from :: RateAssumption -> Rep RateAssumption x #

to :: Rep RateAssumption x -> RateAssumption #

Show RateAssumption Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> RateAssumption -> ShowS #

show :: RateAssumption -> String #

showList :: [RateAssumption] -> ShowS #

type Rep RateAssumption Source #

Instance details

Defined in Types

type Rep RateAssumption = D1 ('MetaData "RateAssumption" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RateCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "RateFlat" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Index) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 IRate)))

type PrepaymentRate = Rate Source #

type DefaultRate = Rate Source #

type RecoveryRate = Rate Source #

type RemainTerms = Int Source #

type Recovery = Balance Source #

type Prepayment = Balance Source #

data Table a b Source #

Constructors

ThresholdTable [(a, b)]

Instances

Instances details

(FromJSON a, FromJSON b) => FromJSON (Table a b) Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser (Table a b) #

parseJSONList :: Value -> Parser [Table a b] #

omittedField :: Maybe (Table a b) #

(ToJSON a, ToJSON b) => ToJSON (Table a b) Source #

Instance details

Defined in Types

Methods

toJSON :: Table a b -> Value #

toEncoding :: Table a b -> Encoding #

toJSONList :: [Table a b] -> Value #

toEncodingList :: [Table a b] -> Encoding #

omitField :: Table a b -> Bool #

Generic (Table a b) Source #

Instance details

Defined in Types

Associated Types

type Rep (Table a b)
Instance details Defined in Types type Rep (Table a b) = D1 ('MetaData "Table" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ThresholdTable" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [(a, b)])))

Methods

from :: Table a b -> Rep (Table a b) x #

to :: Rep (Table a b) x -> Table a b #

(Read a, Read b) => Read (Table a b) Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS (Table a b) #

readList :: ReadS [Table a b] #

readPrec :: ReadPrec (Table a b) #

readListPrec :: ReadPrec [Table a b] #

(Show a, Show b) => Show (Table a b) Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Table a b -> ShowS #

show :: Table a b -> String #

showList :: [Table a b] -> ShowS #

(Eq a, Eq b) => Eq (Table a b) Source #

Instance details

Defined in Types

Methods

(==) :: Table a b -> Table a b -> Bool #

(/=) :: Table a b -> Table a b -> Bool #

(Ord a, Ord b) => Ord (Table a b) Source #

Instance details

Defined in Types

Methods

compare :: Table a b -> Table a b -> Ordering #

(<) :: Table a b -> Table a b -> Bool #

(<=) :: Table a b -> Table a b -> Bool #

(>) :: Table a b -> Table a b -> Bool #

(>=) :: Table a b -> Table a b -> Bool #

max :: Table a b -> Table a b -> Table a b #

min :: Table a b -> Table a b -> Table a b #

type Rep (Table a b) Source #

Instance details

Defined in Types

type Rep (Table a b) = D1 ('MetaData "Table" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ThresholdTable" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 [(a, b)])))

lookupTable :: Ord a => Table a b -> Direction -> (a -> Bool) -> Maybe b Source #

data Direction Source #

direction of the transaction, in terms of the book keeping

Constructors

Up
Down

Instances

Instances details

FromJSON Direction Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Direction #

parseJSONList :: Value -> Parser [Direction] #

omittedField :: Maybe Direction #

ToJSON Direction Source #

Instance details

Defined in Types

Methods

toJSON :: Direction -> Value #

toEncoding :: Direction -> Encoding #

toJSONList :: [Direction] -> Value #

toEncodingList :: [Direction] -> Encoding #

omitField :: Direction -> Bool #

Generic Direction Source #

Instance details

Defined in Types

Associated Types

type Rep Direction
Instance details Defined in Types type Rep Direction = D1 ('MetaData "Direction" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Up" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Down" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: Direction -> Rep Direction x #

to :: Rep Direction x -> Direction #

Read Direction Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Direction #

readList :: ReadS [Direction] #

readPrec :: ReadPrec Direction #

readListPrec :: ReadPrec [Direction] #

Show Direction Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Direction -> ShowS #

show :: Direction -> String #

showList :: [Direction] -> ShowS #

Eq Direction Source #

Instance details

Defined in Types

Methods

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

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

Ord Direction Source #

Instance details

Defined in Types

Methods

compare :: Direction -> Direction -> Ordering #

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

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

(>) :: Direction -> Direction -> Bool #

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

max :: Direction -> Direction -> Direction #

min :: Direction -> Direction -> Direction #

ToSchema Direction Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep Direction Source #

Instance details

Defined in Types

type Rep Direction = D1 ('MetaData "Direction" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Up" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Down" 'PrefixI 'False) (U1 :: Type -> Type))

epocDate :: Day Source #

type BorrowerNum = Int Source #

data Txn Source #

Constructors

BondTxn Date Balance Interest Principal IRate Cash DueInt DueIoI (Maybe Float) TxnComment	bond transaction record for interest and principal
AccTxn Date Balance Amount TxnComment	account transaction record
ExpTxn Date Balance Amount Balance TxnComment	expense transaction record
SupportTxn Date (Maybe Balance) Balance DueInt DuePremium Cash TxnComment	liquidity provider transaction record
IrsTxn Date Balance Amount IRate IRate Balance TxnComment	interest swap transaction record
EntryTxn Date Balance Amount TxnComment	ledger book entry
TrgTxn Date Bool TxnComment

Instances

Instances details

TimeSeries Txn Source #

Instance details

Defined in Stmt

Methods

cmp :: Txn -> Txn -> Ordering Source #

sameDate :: Txn -> Txn -> Bool Source #

getDate :: Txn -> Date Source #

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

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

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

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

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

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

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

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

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

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

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

FromJSON Txn Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Txn #

parseJSONList :: Value -> Parser [Txn] #

omittedField :: Maybe Txn #

ToJSON Txn Source #

Instance details

Defined in Types

Methods

toJSON :: Txn -> Value #

toEncoding :: Txn -> Encoding #

toJSONList :: [Txn] -> Value #

toEncodingList :: [Txn] -> Encoding #

omitField :: Txn -> Bool #

Generic Txn Source #

Instance details

Defined in Types

Associated Types

type Rep Txn

Instance details

Defined in Types

Methods

from :: Txn -> Rep Txn x #

to :: Rep Txn x -> Txn #

Read Txn Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Txn #

readList :: ReadS [Txn] #

readPrec :: ReadPrec Txn #

readListPrec :: ReadPrec [Txn] #

Show Txn Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Txn -> ShowS #

show :: Txn -> String #

showList :: [Txn] -> ShowS #

Eq Txn Source #

Instance details

Defined in Types

Methods

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

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

Ord Txn Source #

Instance details

Defined in Stmt

Methods

compare :: Txn -> Txn -> Ordering #

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

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

(>) :: Txn -> Txn -> Bool #

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

max :: Txn -> Txn -> Txn #

min :: Txn -> Txn -> Txn #

type Rep Txn Source #

Instance details

Defined in Types

data TxnComment Source #

transaction record in each entity

Instances

Instances details

FromJSON TxnComment Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser TxnComment #

parseJSONList :: Value -> Parser [TxnComment] #

omittedField :: Maybe TxnComment #

ToJSON TxnComment Source #

Instance details

Defined in Types

Methods

toJSON :: TxnComment -> Value #

toEncoding :: TxnComment -> Encoding #

toJSONList :: [TxnComment] -> Value #

toEncodingList :: [TxnComment] -> Encoding #

omitField :: TxnComment -> Bool #

Generic TxnComment Source #

Instance details

Defined in Types

Associated Types

type Rep TxnComment

Instance details

Defined in Types

Methods

from :: TxnComment -> Rep TxnComment x #

to :: Rep TxnComment x -> TxnComment #

Read TxnComment Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS TxnComment #

readList :: ReadS [TxnComment] #

readPrec :: ReadPrec TxnComment #

readListPrec :: ReadPrec [TxnComment] #

Show TxnComment Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> TxnComment -> ShowS #

show :: TxnComment -> String #

showList :: [TxnComment] -> ShowS #

Eq TxnComment Source #

Instance details

Defined in Types

Methods

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

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

Ord TxnComment Source #

Instance details

Defined in Types

Methods

compare :: TxnComment -> TxnComment -> Ordering #

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

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

(>) :: TxnComment -> TxnComment -> Bool #

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

max :: TxnComment -> TxnComment -> TxnComment #

min :: TxnComment -> TxnComment -> TxnComment #

type Rep TxnComment Source #

Instance details

Defined in Types

data RoundingBy a Source #

Constructors

RoundCeil a
RoundFloor a

Instances

Instances details

FromJSON a => FromJSON (RoundingBy a) Source #

Instance details

Defined in Types

Methods

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

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

omittedField :: Maybe (RoundingBy a) #

ToJSON a => ToJSON (RoundingBy a) Source #

Instance details

Defined in Types

Methods

toJSON :: RoundingBy a -> Value #

toEncoding :: RoundingBy a -> Encoding #

toJSONList :: [RoundingBy a] -> Value #

toEncodingList :: [RoundingBy a] -> Encoding #

omitField :: RoundingBy a -> Bool #

Generic (RoundingBy a) Source #

Instance details

Defined in Types

Associated Types

type Rep (RoundingBy a)

Instance details

Defined in Types

type Rep (RoundingBy a) = D1 ('MetaData "RoundingBy" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RoundCeil" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)) :+: C1 ('MetaCons "RoundFloor" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

Methods

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

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

Read a => Read (RoundingBy a) Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS (RoundingBy a) #

readList :: ReadS [RoundingBy a] #

readPrec :: ReadPrec (RoundingBy a) #

readListPrec :: ReadPrec [RoundingBy a] #

Show a => Show (RoundingBy a) Source #

Instance details

Defined in Types

Methods

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

show :: RoundingBy a -> String #

showList :: [RoundingBy a] -> ShowS #

Eq a => Eq (RoundingBy a) Source #

Instance details

Defined in Types

Methods

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

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

Ord a => Ord (RoundingBy a) Source #

Instance details

Defined in Types

Methods

compare :: RoundingBy a -> RoundingBy a -> Ordering #

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

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

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

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

max :: RoundingBy a -> RoundingBy a -> RoundingBy a #

min :: RoundingBy a -> RoundingBy a -> RoundingBy a #

ToSchema (RoundingBy IRate) Source #

Instance details

Defined in AssetClass.AssetBase

Methods

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

type Rep (RoundingBy a) Source #

Instance details

Defined in Types

type Rep (RoundingBy a) = D1 ('MetaData "RoundingBy" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "RoundCeil" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)) :+: C1 ('MetaCons "RoundFloor" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 a)))

data DateDirection Source #

Constructors

Future
Past

Instances

Instances details

Generic DateDirection Source #

Instance details

Defined in Types

Associated Types

type Rep DateDirection
Instance details Defined in Types type Rep DateDirection = D1 ('MetaData "DateDirection" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Future" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Past" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: DateDirection -> Rep DateDirection x #

to :: Rep DateDirection x -> DateDirection #

Read DateDirection Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DateDirection #

readList :: ReadS [DateDirection] #

readPrec :: ReadPrec DateDirection #

readListPrec :: ReadPrec [DateDirection] #

Show DateDirection Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DateDirection -> ShowS #

show :: DateDirection -> String #

showList :: [DateDirection] -> ShowS #

type Rep DateDirection Source #

Instance details

Defined in Types

type Rep DateDirection = D1 ('MetaData "DateDirection" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Future" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Past" 'PrefixI 'False) (U1 :: Type -> Type))

data BookDirection Source #

Constructors

Credit
Debit

Instances

Instances details

FromJSON BookDirection Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser BookDirection #

parseJSONList :: Value -> Parser [BookDirection] #

omittedField :: Maybe BookDirection #

ToJSON BookDirection Source #

Instance details

Defined in Types

Methods

toJSON :: BookDirection -> Value #

toEncoding :: BookDirection -> Encoding #

toJSONList :: [BookDirection] -> Value #

toEncodingList :: [BookDirection] -> Encoding #

omitField :: BookDirection -> Bool #

Generic BookDirection Source #

Instance details

Defined in Types

Associated Types

type Rep BookDirection
Instance details Defined in Types type Rep BookDirection = D1 ('MetaData "BookDirection" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Credit" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Debit" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: BookDirection -> Rep BookDirection x #

to :: Rep BookDirection x -> BookDirection #

Read BookDirection Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS BookDirection #

readList :: ReadS [BookDirection] #

readPrec :: ReadPrec BookDirection #

readListPrec :: ReadPrec [BookDirection] #

Show BookDirection Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> BookDirection -> ShowS #

show :: BookDirection -> String #

showList :: [BookDirection] -> ShowS #

Eq BookDirection Source #

Instance details

Defined in Types

Methods

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

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

Ord BookDirection Source #

Instance details

Defined in Types

Methods

compare :: BookDirection -> BookDirection -> Ordering #

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

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

(>) :: BookDirection -> BookDirection -> Bool #

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

max :: BookDirection -> BookDirection -> BookDirection #

min :: BookDirection -> BookDirection -> BookDirection #

type Rep BookDirection Source #

Instance details

Defined in Types

type Rep BookDirection = D1 ('MetaData "BookDirection" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Credit" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Debit" 'PrefixI 'False) (U1 :: Type -> Type))

type IRR = Micro Source #

data DealCycle Source #

different status of the deal

Constructors

EndCollection	\| collection period HERE collection action , waterfall action
EndCollectionWF	\| collection period collection action HERE, waterfall action
BeginDistributionWF	\| collection period collection action , HEREwaterfall action
EndDistributionWF	\| collection period collection action , waterfall actionHERE
InWF	\| collection period collection action , waterfall HERE action

Instances

Instances details

FromJSON DealCycle Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser DealCycle #

parseJSONList :: Value -> Parser [DealCycle] #

omittedField :: Maybe DealCycle #

FromJSONKey DealCycle Source #

Instance details

Defined in Types

Methods

fromJSONKey :: FromJSONKeyFunction DealCycle #

fromJSONKeyList :: FromJSONKeyFunction [DealCycle] #

ToJSON DealCycle Source #

Instance details

Defined in Types

Methods

toJSON :: DealCycle -> Value #

toEncoding :: DealCycle -> Encoding #

toJSONList :: [DealCycle] -> Value #

toEncodingList :: [DealCycle] -> Encoding #

omitField :: DealCycle -> Bool #

ToJSONKey DealCycle Source #

Instance details

Defined in Types

Methods

toJSONKey :: ToJSONKeyFunction DealCycle #

toJSONKeyList :: ToJSONKeyFunction [DealCycle] #

Generic DealCycle Source #

Instance details

Defined in Types

Associated Types

type Rep DealCycle

Instance details

Defined in Types

type Rep DealCycle = D1 ('MetaData "DealCycle" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "EndCollection" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EndCollectionWF" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "BeginDistributionWF" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "EndDistributionWF" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "InWF" 'PrefixI 'False) (U1 :: Type -> Type))))

Methods

from :: DealCycle -> Rep DealCycle x #

to :: Rep DealCycle x -> DealCycle #

Read DealCycle Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DealCycle #

readList :: ReadS [DealCycle] #

readPrec :: ReadPrec DealCycle #

readListPrec :: ReadPrec [DealCycle] #

Show DealCycle Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DealCycle -> ShowS #

show :: DealCycle -> String #

showList :: [DealCycle] -> ShowS #

Eq DealCycle Source #

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Defined in Types

Methods

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

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

Ord DealCycle Source #

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Defined in Types

Methods

compare :: DealCycle -> DealCycle -> Ordering #

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

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

(>) :: DealCycle -> DealCycle -> Bool #

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

max :: DealCycle -> DealCycle -> DealCycle #

min :: DealCycle -> DealCycle -> DealCycle #

type Rep DealCycle Source #

Instance details

Defined in Types

type Rep DealCycle = D1 ('MetaData "DealCycle" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "EndCollection" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "EndCollectionWF" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "BeginDistributionWF" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "EndDistributionWF" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "InWF" 'PrefixI 'False) (U1 :: Type -> Type))))

data Limit Source #

Constructors

DuePct Rate	up to % of total amount due
DueCapAmt Balance	up to $ amount
KeepBalAmt DealStats	pay till a certain amount remains in an account
DS DealStats	transfer with limit described by a `DealStats` \| ClearLedger BookDirection String -- ^ when transfer, clear the ledger by transfer amount \| ClearLedgerBySeq BookDirection [String] -- ^ clear a direction to a sequence of ledgers \| BookLedger String -- ^ when transfer, book the ledger by the transfer amount
RemainBalPct Rate	pay till remain balance equals to a percentage of `stats`
TillTarget	transfer amount which make target account up reach reserve balanace
TillSource	transfer amount out till source account down back to reserve balance
Multiple Limit Float	factor of a limit

Instances

Instances details

FromJSON Limit Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Limit #

parseJSONList :: Value -> Parser [Limit] #

omittedField :: Maybe Limit #

ToJSON Limit Source #

Instance details

Defined in Types

Methods

toJSON :: Limit -> Value #

toEncoding :: Limit -> Encoding #

toJSONList :: [Limit] -> Value #

toEncodingList :: [Limit] -> Encoding #

omitField :: Limit -> Bool #

Generic Limit Source #

Instance details

Defined in Types

Associated Types

type Rep Limit

Instance details

Defined in Types

type Rep Limit = D1 ('MetaData "Limit" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "DuePct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "DueCapAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :+: (C1 ('MetaCons "KeepBalAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "DS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)))) :+: ((C1 ('MetaCons "RemainBalPct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "TillTarget" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "TillSource" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Multiple" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Limit) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Float)))))

Methods

from :: Limit -> Rep Limit x #

to :: Rep Limit x -> Limit #

Read Limit Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Limit #

readList :: ReadS [Limit] #

readPrec :: ReadPrec Limit #

readListPrec :: ReadPrec [Limit] #

Show Limit Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Limit -> ShowS #

show :: Limit -> String #

showList :: [Limit] -> ShowS #

Eq Limit Source #

Instance details

Defined in Types

Methods

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

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

Ord Limit Source #

Instance details

Defined in Types

Methods

compare :: Limit -> Limit -> Ordering #

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

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

(>) :: Limit -> Limit -> Bool #

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

max :: Limit -> Limit -> Limit #

min :: Limit -> Limit -> Limit #

type Rep Limit Source #

Instance details

Defined in Types

type Rep Limit = D1 ('MetaData "Limit" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "DuePct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "DueCapAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Balance))) :+: (C1 ('MetaCons "KeepBalAmt" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)) :+: C1 ('MetaCons "DS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats)))) :+: ((C1 ('MetaCons "RemainBalPct" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "TillTarget" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "TillSource" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Multiple" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Limit) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Float)))))

data Pre Source #

Constructors

IfZero DealStats
If Cmp DealStats Balance
IfRate Cmp DealStats Micro
IfCurve Cmp DealStats Ts
IfByPeriodCurve Cmp DealStats DealStats (PerCurve Balance)
IfRateCurve Cmp DealStats Ts
IfRateByPeriodCurve Cmp DealStats DealStats (PerCurve Rate)
IfIntCurve Cmp DealStats Ts
IfInt Cmp DealStats Int
IfIntBetween DealStats RangeType Int Int
IfIntIn DealStats [Int]
IfDate Cmp Date
IfDateBetween RangeType Date Date
IfDateIn Dates
IfBool DealStats Bool
If2 Cmp DealStats DealStats
IfRate2 Cmp DealStats DealStats
IfInt2 Cmp DealStats DealStats
IfDealStatus DealStatus	IfRateCurve DealStats Cmp Ts
Always Bool
IfNot Pre
Any [Pre]
All [Pre]

Instances

Instances details

FromJSON Pre Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser Pre #

parseJSONList :: Value -> Parser [Pre] #

omittedField :: Maybe Pre #

ToJSON Pre Source #

Instance details

Defined in Types

Methods

toJSON :: Pre -> Value #

toEncoding :: Pre -> Encoding #

toJSONList :: [Pre] -> Value #

toEncodingList :: [Pre] -> Encoding #

omitField :: Pre -> Bool #

Generic Pre Source #

Instance details

Defined in Types

Associated Types

type Rep Pre

Instance details

Defined in Types

Methods

from :: Pre -> Rep Pre x #

to :: Rep Pre x -> Pre #

Read Pre Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS Pre #

readList :: ReadS [Pre] #

readPrec :: ReadPrec Pre #

readListPrec :: ReadPrec [Pre] #

Show Pre Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> Pre -> ShowS #

show :: Pre -> String #

showList :: [Pre] -> ShowS #

Eq Pre Source #

Instance details

Defined in Types

Methods

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

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

Ord Pre Source #

Instance details

Defined in Types

Methods

compare :: Pre -> Pre -> Ordering #

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

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

(>) :: Pre -> Pre -> Bool #

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

max :: Pre -> Pre -> Pre #

min :: Pre -> Pre -> Pre #

type Rep Pre Source #

Instance details

Defined in Types

class Liable lb where Source #

Methods

isPaidOff :: lb -> Bool Source #

getCurBalance :: lb -> Balance Source #

getCurRate :: lb -> IRate Source #

getOriginBalance :: lb -> Balance Source #

getOriginDate :: lb -> Date Source #

getAccrueBegDate :: lb -> Date Source #

getDueInt :: lb -> Balance Source #

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

getDueIntOverInt :: lb -> Balance Source #

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

getTotalDueInt :: lb -> Balance Source #

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

getOutstandingAmount :: lb -> Balance Source #

Instances

Instances details

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 #
Liable Fee Source #
Instance details Defined in Expense Methods isPaidOff :: Fee -> Bool Source # getCurBalance :: Fee -> Balance Source # getCurRate :: Fee -> IRate Source # getOriginBalance :: Fee -> Balance Source # getOriginDate :: Fee -> Date Source # getAccrueBegDate :: Fee -> Date Source # getDueInt :: Fee -> Balance Source # getDueIntAt :: Fee -> Int -> Balance Source # getDueIntOverInt :: Fee -> Balance Source # getDueIntOverIntAt :: Fee -> Int -> Balance Source # getTotalDueInt :: Fee -> Balance Source # getTotalDueIntAt :: Fee -> Int -> Balance Source # getOutstandingAmount :: Fee -> Balance Source #
Liable RateSwap Source #
Instance details Defined in Hedge Methods isPaidOff :: RateSwap -> Bool Source # getCurBalance :: RateSwap -> Balance Source # getCurRate :: RateSwap -> IRate Source # getOriginBalance :: RateSwap -> Balance Source # getOriginDate :: RateSwap -> Date Source # getAccrueBegDate :: RateSwap -> Date Source # getDueInt :: RateSwap -> Balance Source # getDueIntAt :: RateSwap -> Int -> Balance Source # getDueIntOverInt :: RateSwap -> Balance Source # getDueIntOverIntAt :: RateSwap -> Int -> Balance Source # getTotalDueInt :: RateSwap -> Balance Source # getTotalDueIntAt :: RateSwap -> Int -> Balance Source # getOutstandingAmount :: RateSwap -> Balance Source #
Liable SRT Source #
Instance details Defined in Hedge Methods isPaidOff :: SRT -> Bool Source # getCurBalance :: SRT -> Balance Source # getCurRate :: SRT -> IRate Source # getOriginBalance :: SRT -> Balance Source # getOriginDate :: SRT -> Date Source # getAccrueBegDate :: SRT -> Date Source # getDueInt :: SRT -> Balance Source # getDueIntAt :: SRT -> Int -> Balance Source # getDueIntOverInt :: SRT -> Balance Source # getDueIntOverIntAt :: SRT -> Int -> Balance Source # getTotalDueInt :: SRT -> Balance Source # getTotalDueIntAt :: SRT -> Int -> Balance Source # getOutstandingAmount :: SRT -> Balance Source #
Liable Bond Source #
Instance details Defined in Liability Methods isPaidOff :: Bond -> Bool Source # getCurBalance :: Bond -> Balance Source # getCurRate :: Bond -> IRate Source # getOriginBalance :: Bond -> Balance Source # getOriginDate :: Bond -> Date Source # getAccrueBegDate :: Bond -> Date Source # getDueInt :: Bond -> Balance Source # getDueIntAt :: Bond -> Int -> Balance Source # getDueIntOverInt :: Bond -> Balance Source # getDueIntOverIntAt :: Bond -> Int -> Balance Source # getTotalDueInt :: Bond -> Balance Source # getTotalDueIntAt :: Bond -> Int -> Balance Source # getOutstandingAmount :: Bond -> Balance Source #

type CumPrepay = Balance Source #

type CumDefault = Balance Source #

type CumDelinq = Balance Source #

type CumPrincipal = Balance Source #

type CumLoss = Balance Source #

type CumRecovery = Balance Source #

data PoolId Source #

Constructors

PoolName String	pool name
PoolConsol	consolidate pool ( the only pool )
DealBondFlow DealName String Date Rate	bond flow from deal

Instances

Instances details

FromJSON PoolId Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser PoolId #

parseJSONList :: Value -> Parser [PoolId] #

omittedField :: Maybe PoolId #

FromJSONKey PoolId Source #

different types of waterfall execution

Instance details

Defined in Types

Methods

fromJSONKey :: FromJSONKeyFunction PoolId #

fromJSONKeyList :: FromJSONKeyFunction [PoolId] #

ToJSON PoolId Source #

Instance details

Defined in Types

Methods

toJSON :: PoolId -> Value #

toEncoding :: PoolId -> Encoding #

toJSONList :: [PoolId] -> Value #

toEncodingList :: [PoolId] -> Encoding #

omitField :: PoolId -> Bool #

ToJSONKey PoolId Source #

Instance details

Defined in Types

Methods

toJSONKey :: ToJSONKeyFunction PoolId #

toJSONKeyList :: ToJSONKeyFunction [PoolId] #

Generic PoolId Source #

Instance details

Defined in Types

Associated Types

type Rep PoolId

Instance details

Defined in Types

type Rep PoolId = D1 ('MetaData "PoolId" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PoolName" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: (C1 ('MetaCons "PoolConsol" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DealBondFlow" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)))))

Methods

from :: PoolId -> Rep PoolId x #

to :: Rep PoolId x -> PoolId #

Read PoolId Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS PoolId #

readList :: ReadS [PoolId] #

readPrec :: ReadPrec PoolId #

readListPrec :: ReadPrec [PoolId] #

Show PoolId Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> PoolId -> ShowS #

show :: PoolId -> String #

showList :: [PoolId] -> ShowS #

Eq PoolId Source #

Instance details

Defined in Types

Methods

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

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

Ord PoolId Source #

Instance details

Defined in Types

Methods

compare :: PoolId -> PoolId -> Ordering #

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

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

(>) :: PoolId -> PoolId -> Bool #

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

max :: PoolId -> PoolId -> PoolId #

min :: PoolId -> PoolId -> PoolId #

type Rep PoolId Source #

Instance details

Defined in Types

type Rep PoolId = D1 ('MetaData "PoolId" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PoolName" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: (C1 ('MetaCons "PoolConsol" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DealBondFlow" 'PrefixI 'False) ((S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealName) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :*: (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Date) :*: S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)))))

type DealName = String Source #

lookupIntervalTable :: Ord a => Table a b -> Direction -> (a -> Bool) -> Maybe ((a, b), (a, b)) Source #

data CutoffFields Source #

Constructors

IssuanceBalance	pool issuance balance
HistoryRecoveries	cumulative recoveries
HistoryInterest	cumulative interest collected
HistoryPrepayment	cumulative prepayment collected
HistoryPrepaymentPentalty	cumulative prepayment collected
HistoryPrincipal	cumulative principal collected
HistoryRental	cumulative rental collected
HistoryDefaults	cumulative default balance
HistoryDelinquency	cumulative delinquency balance
HistoryLoss	cumulative loss/write-off balance
HistoryCash	cumulative cash
HistoryFeePaid
AccruedInterest	accrued interest at closing
RuntimeCurrentPoolBalance	current pool balance

Instances

Instances details

FromJSON CutoffFields Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser CutoffFields #

parseJSONList :: Value -> Parser [CutoffFields] #

omittedField :: Maybe CutoffFields #

FromJSONKey CutoffFields Source #

Instance details

Defined in Types

Methods

fromJSONKey :: FromJSONKeyFunction CutoffFields #

fromJSONKeyList :: FromJSONKeyFunction [CutoffFields] #

ToJSON CutoffFields Source #

Instance details

Defined in Types

Methods

toJSON :: CutoffFields -> Value #

toEncoding :: CutoffFields -> Encoding #

toJSONList :: [CutoffFields] -> Value #

toEncodingList :: [CutoffFields] -> Encoding #

omitField :: CutoffFields -> Bool #

ToJSONKey CutoffFields Source #

Instance details

Defined in Types

Methods

toJSONKey :: ToJSONKeyFunction CutoffFields #

toJSONKeyList :: ToJSONKeyFunction [CutoffFields] #

Generic CutoffFields Source #

Instance details

Defined in Types

Associated Types

type Rep CutoffFields

Instance details

Defined in Types

type Rep CutoffFields = D1 ('MetaData "CutoffFields" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "IssuanceBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "HistoryRecoveries" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryInterest" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "HistoryPrepayment" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryPrepaymentPentalty" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "HistoryPrincipal" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryRental" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "HistoryDefaults" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "HistoryDelinquency" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryLoss" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "HistoryCash" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryFeePaid" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "AccruedInterest" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RuntimeCurrentPoolBalance" 'PrefixI 'False) (U1 :: Type -> Type)))))

Methods

from :: CutoffFields -> Rep CutoffFields x #

to :: Rep CutoffFields x -> CutoffFields #

Read CutoffFields Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS CutoffFields #

readList :: ReadS [CutoffFields] #

readPrec :: ReadPrec CutoffFields #

readListPrec :: ReadPrec [CutoffFields] #

Show CutoffFields Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> CutoffFields -> ShowS #

show :: CutoffFields -> String #

showList :: [CutoffFields] -> ShowS #

NFData CutoffFields Source #

Instance details

Defined in Types

Methods

rnf :: CutoffFields -> () #

Eq CutoffFields Source #

Instance details

Defined in Types

Methods

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

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

Ord CutoffFields Source #

Instance details

Defined in Types

Methods

compare :: CutoffFields -> CutoffFields -> Ordering #

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

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

(>) :: CutoffFields -> CutoffFields -> Bool #

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

max :: CutoffFields -> CutoffFields -> CutoffFields #

min :: CutoffFields -> CutoffFields -> CutoffFields #

type Rep CutoffFields Source #

Instance details

Defined in Types

type Rep CutoffFields = D1 ('MetaData "CutoffFields" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "IssuanceBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "HistoryRecoveries" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryInterest" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "HistoryPrepayment" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryPrepaymentPentalty" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "HistoryPrincipal" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryRental" 'PrefixI 'False) (U1 :: Type -> Type)))) :+: ((C1 ('MetaCons "HistoryDefaults" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "HistoryDelinquency" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryLoss" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "HistoryCash" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "HistoryFeePaid" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "AccruedInterest" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RuntimeCurrentPoolBalance" 'PrefixI 'False) (U1 :: Type -> Type)))))

data PriceResult Source #

Constructors

PriceResult Valuation PerFace WAL Duration Convexity AccruedInterest [Txn]
AssetPrice Valuation WAL Duration Convexity AccruedInterest
OASResult PriceResult [Valuation] Spread
ZSpread Spread
IrrResult IRR [Txn]

Instances

Instances details

FromJSON PriceResult Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser PriceResult #

parseJSONList :: Value -> Parser [PriceResult] #

omittedField :: Maybe PriceResult #

ToJSON PriceResult Source #

Instance details

Defined in Types

Methods

toJSON :: PriceResult -> Value #

toEncoding :: PriceResult -> Encoding #

toJSONList :: [PriceResult] -> Value #

toEncodingList :: [PriceResult] -> Encoding #

omitField :: PriceResult -> Bool #

Generic PriceResult Source #

Instance details

Defined in Types

Associated Types

type Rep PriceResult
Instance details Defined in Types type Rep PriceResult

Methods

from :: PriceResult -> Rep PriceResult x #

to :: Rep PriceResult x -> PriceResult #

Show PriceResult Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> PriceResult -> ShowS #

show :: PriceResult -> String #

showList :: [PriceResult] -> ShowS #

Eq PriceResult Source #

Instance details

Defined in Types

Methods

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

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

type Rep PriceResult Source #

Instance details

Defined in Types

type Rep PriceResult

type DueInt = Balance Source #

type DuePremium = Balance Source #

type DueIoI = Balance Source #

type DateVector = (Date, DatePattern) Source #

data DealStats Source #

Constructors

CurrentBondBalance
CurrentPoolBalance (Maybe [PoolId])
CurrentPoolBegBalance (Maybe [PoolId])
CurrentPoolDefaultedBalance
CumulativePoolDefaultedBalance (Maybe [PoolId])	Depreciated, use PoolCumCollection
CumulativePoolRecoveriesBalance (Maybe [PoolId])	Depreciated, use PoolCumCollection
CumulativeNetLoss (Maybe [PoolId])
OriginalBondBalance
OriginalBondBalanceOf [BondName]
BondTotalFunding [BondName]
OriginalPoolBalance (Maybe [PoolId])
DealIssuanceBalance (Maybe [PoolId])
UseCustomData String
PoolCumCollection [PoolSource] (Maybe [PoolId])
PoolCumCollectionTill Int [PoolSource] (Maybe [PoolId])
PoolCurCollection [PoolSource] (Maybe [PoolId])
PoolCollectionStats Int [PoolSource] (Maybe [PoolId])
PoolWaSpread (Maybe [PoolId])
AllAccBalance
AccBalance [AccName]
LedgerBalance [String]
LedgerBalanceBy BookDirection [String]
LedgerTxnAmt [String] (Maybe TxnComment)
ReserveBalance [AccName]
ReserveGap [AccName]
ReserveExcess [AccName]
ReserveGapAt Date [AccName]
ReserveExcessAt Date [AccName]
FutureCurrentPoolBalance (Maybe [PoolId])
FutureCurrentSchedulePoolBalance (Maybe [PoolId])
FutureCurrentSchedulePoolBegBalance (Maybe [PoolId])
PoolScheduleCfPv PricingMethod (Maybe [PoolId])
FuturePoolScheduleCfPv Date PricingMethod (Maybe [PoolId])
FutureWaCurrentPoolBalance Date Date (Maybe [PoolId])
FutureCurrentPoolBegBalance (Maybe [PoolId])
FutureCurrentBondBalance Date
CurrentBondBalanceOf [BondName]
BondIntPaidAt Date BondName
BondsIntPaidAt Date [BondName]
BondPrinPaidAt Date BondName
BondsPrinPaidAt Date [BondName]
BondBalanceTarget [BondName]
BondBalanceGap BondName
BondBalanceGapAt Date BondName
BondDuePrin [BondName]
BondReturn BondName Balance [TsPoint Amount]
FeePaidAmt [FeeName]
FeeTxnAmt [FeeName] (Maybe TxnComment)
BondTxnAmt [BondName] (Maybe TxnComment)
AccTxnAmt [AccName] (Maybe TxnComment)
FeeTxnAmtBy Date [FeeName] (Maybe TxnComment)
BondTxnAmtBy Date [BondName] (Maybe TxnComment)
AccTxnAmtBy Date [AccName] (Maybe TxnComment)
FeesPaidAt Date [FeeName]
CurrentDueBondInt [BondName]
CurrentDueBondIntAt Int [BondName]
CurrentDueBondIntOverInt [BondName]
CurrentDueBondIntOverIntAt Int [BondName]
CurrentDueBondIntTotal [BondName]
CurrentDueBondIntTotalAt Int [BondName]
CurrentDueFee [FeeName]
LastBondIntPaid [BondName]
LastBondPrinPaid [BondName]
LastFeePaid [FeeName]
LiqCredit [String]
LiqBalance [String]
RateCapNet String
RateSwapNet String
BondBalanceHistory Date Date
PoolCollectionHistory PoolSource Date Date (Maybe [PoolId])
UnderlyingBondBalance (Maybe [BondName])
WeightedAvgCurrentPoolBalance Date Date (Maybe [PoolId])
WeightedAvgCurrentBondBalance Date Date [BondName]
WeightedAvgOriginalPoolBalance Date Date (Maybe [PoolId])
WeightedAvgOriginalBondBalance Date Date [BondName]
CustomData String Date
DealStatBalance DealStatFields
AmountRequiredForTargetIRR Double BondName
CurrentPoolBorrowerNum (Maybe [PoolId])
FutureCurrentPoolBorrowerNum Date (Maybe [PoolId])
ProjCollectPeriodNum
MonthsTillMaturity BondName
DealStatInt DealStatFields
TestRate DealStats Cmp Micro
TestAny Bool [DealStats]
TestAll Bool [DealStats]
TestNot DealStats
IsDealStatus DealStatus
IsMostSenior BondName [BondName]
IsPaidOff [BondName]
IsFeePaidOff [String]
IsLiqSupportPaidOff [String]
IsRateSwapPaidOff [String]
IsOutstanding [BondName]
HasPassedMaturity [BondName]
TriggersStatus DealCycle String
DealStatBool DealStatFields
PoolWaRate (Maybe PoolId)
BondRate BondName
CumulativeNetLossRatio (Maybe [PoolId])
FutureCurrentBondFactor Date
FutureCurrentPoolFactor Date (Maybe [PoolId])
BondFactor
BondFactorOf BondName
CumulativePoolDefaultedRate (Maybe [PoolId])
CumulativePoolDefaultedRateTill Int (Maybe [PoolId])
PoolFactor (Maybe [PoolId])
BondWaRate [BondName]
DealStatRate DealStatFields
Factor DealStats Rational
Multiply [DealStats]
Max [DealStats]
Min [DealStats]
Sum [DealStats]
Substract [DealStats]
Subtract [DealStats]
Excess [DealStats]
Avg [DealStats]
AvgRatio [DealStats]
Divide DealStats DealStats
DivideRatio DealStats DealStats
Constant Rational
FloorAndCap DealStats DealStats DealStats
FloorWith DealStats DealStats
FloorWithZero DealStats
CapWith DealStats DealStats
Abs DealStats
Round DealStats (RoundingBy Rational)

Instances

Instances details

FromJSON DealStats Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser DealStats #

parseJSONList :: Value -> Parser [DealStats] #

omittedField :: Maybe DealStats #

ToJSON DealStats Source #

Instance details

Defined in Types

Methods

toJSON :: DealStats -> Value #

toEncoding :: DealStats -> Encoding #

toJSONList :: [DealStats] -> Value #

toEncodingList :: [DealStats] -> Encoding #

omitField :: DealStats -> Bool #

Generic DealStats Source #

Instance details

Defined in Types

Associated Types

type Rep DealStats

Instance details

Defined in Types

Methods

from :: DealStats -> Rep DealStats x #

to :: Rep DealStats x -> DealStats #

Read DealStats Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DealStats #

readList :: ReadS [DealStats] #

readPrec :: ReadPrec DealStats #

readListPrec :: ReadPrec [DealStats] #

Show DealStats Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DealStats -> ShowS #

show :: DealStats -> String #

showList :: [DealStats] -> ShowS #

Eq DealStats Source #

Instance details

Defined in Types

Methods

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

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

Ord DealStats Source #

Instance details

Defined in Types

Methods

compare :: DealStats -> DealStats -> Ordering #

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

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

(>) :: DealStats -> DealStats -> Bool #

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

max :: DealStats -> DealStats -> DealStats #

min :: DealStats -> DealStats -> DealStats #

type Rep DealStats Source #

Instance details

Defined in Types

data PricingMethod Source #

pricing methods for bonds

Constructors

BalanceFactor Rate Rate	balance to be multiply with rate1 and rate2 if status of asset is "performing" or "defaulted"
BalanceFactor2 Rate Rate Rate	balance by performingdelinqdefault factor
DefaultedBalance Rate	balance only liquidate defaulted balance
PV IRate Rate	discount factor, recovery pct on default
PVCurve Ts	CF Pricing cashflow with a Curve
PvRate IRate	CF Pricing cashflow with a constant rate
PvWal Ts
PvByRef DealStats	CF Pricing cashflow with a ref rate
Custom Rate	custom amount

Instances

Instances details

FromJSON PricingMethod Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser PricingMethod #

parseJSONList :: Value -> Parser [PricingMethod] #

omittedField :: Maybe PricingMethod #

ToJSON PricingMethod Source #

Instance details

Defined in Types

Methods

toJSON :: PricingMethod -> Value #

toEncoding :: PricingMethod -> Encoding #

toJSONList :: [PricingMethod] -> Value #

toEncodingList :: [PricingMethod] -> Encoding #

omitField :: PricingMethod -> Bool #

Generic PricingMethod Source #

Instance details

Defined in Types

Associated Types

type Rep PricingMethod

Instance details

Defined in Types

Methods

from :: PricingMethod -> Rep PricingMethod x #

to :: Rep PricingMethod x -> PricingMethod #

Read PricingMethod Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS PricingMethod #

readList :: ReadS [PricingMethod] #

readPrec :: ReadPrec PricingMethod #

readListPrec :: ReadPrec [PricingMethod] #

Show PricingMethod Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> PricingMethod -> ShowS #

show :: PricingMethod -> String #

showList :: [PricingMethod] -> ShowS #

Eq PricingMethod Source #

Instance details

Defined in Types

Methods

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

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

Ord PricingMethod Source #

Instance details

Defined in Types

Methods

compare :: PricingMethod -> PricingMethod -> Ordering #

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

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

(>) :: PricingMethod -> PricingMethod -> Bool #

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

max :: PricingMethod -> PricingMethod -> PricingMethod #

min :: PricingMethod -> PricingMethod -> PricingMethod #

type Rep PricingMethod Source #

Instance details

Defined in Types

data CustomDataType Source #

Constructors

CustomConstant Rational
CustomCurve Ts
CustomDS DealStats

Instances

Instances details

FromJSON CustomDataType Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser CustomDataType #

parseJSONList :: Value -> Parser [CustomDataType] #

omittedField :: Maybe CustomDataType #

ToJSON CustomDataType Source #

Instance details

Defined in Types

Methods

toJSON :: CustomDataType -> Value #

toEncoding :: CustomDataType -> Encoding #

toJSONList :: [CustomDataType] -> Value #

toEncodingList :: [CustomDataType] -> Encoding #

omitField :: CustomDataType -> Bool #

Generic CustomDataType Source #

Instance details

Defined in Types

Associated Types

type Rep CustomDataType

Instance details

Defined in Types

type Rep CustomDataType = D1 ('MetaData "CustomDataType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CustomConstant" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rational)) :+: (C1 ('MetaCons "CustomCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "CustomDS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats))))

Methods

from :: CustomDataType -> Rep CustomDataType x #

to :: Rep CustomDataType x -> CustomDataType #

Read CustomDataType Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS CustomDataType #

readList :: ReadS [CustomDataType] #

readPrec :: ReadPrec CustomDataType #

readListPrec :: ReadPrec [CustomDataType] #

Show CustomDataType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> CustomDataType -> ShowS #

show :: CustomDataType -> String #

showList :: [CustomDataType] -> ShowS #

Eq CustomDataType Source #

Instance details

Defined in Types

Methods

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

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

Ord CustomDataType Source #

Instance details

Defined in Types

Methods

compare :: CustomDataType -> CustomDataType -> Ordering #

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

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

(>) :: CustomDataType -> CustomDataType -> Bool #

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

max :: CustomDataType -> CustomDataType -> CustomDataType #

min :: CustomDataType -> CustomDataType -> CustomDataType #

type Rep CustomDataType Source #

Instance details

Defined in Types

type Rep CustomDataType = D1 ('MetaData "CustomDataType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "CustomConstant" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rational)) :+: (C1 ('MetaCons "CustomCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts)) :+: C1 ('MetaCons "CustomDS" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStats))))

data ResultComponent Source #

Constructors

CallAt Date	the date when deal called
DealStatusChangeTo Date DealStatus DealStatus String	record when & why status changed
BondOutstanding String Balance Balance	when deal ends,calculate oustanding principal balance
BondOutstandingInt String Balance Balance	when deal ends,calculate oustanding interest due
InspectBal Date DealStats Balance	A bal value from inspection
InspectInt Date DealStats Int	A int value from inspection
InspectRate Date DealStats Micro	A rate value from inspection
InspectBool Date DealStats Bool	A bool value from inspection
RunningWaterfall Date ActionWhen	running waterfall at a date
FinancialReport StartDate EndDate BalanceSheetReport CashflowReport
InspectWaterfall Date (Maybe String) [DealStats] [String]
ErrorMsg String
WarningMsg String
EndRun (Maybe Date) String	end of run with a message \| SnapshotCashflow Date String CashFlowFrame

Instances

Instances details

FromJSON ResultComponent Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser ResultComponent #

parseJSONList :: Value -> Parser [ResultComponent] #

omittedField :: Maybe ResultComponent #

ToJSON ResultComponent Source #

Instance details

Defined in Types

Methods

toJSON :: ResultComponent -> Value #

toEncoding :: ResultComponent -> Encoding #

toJSONList :: [ResultComponent] -> Value #

toEncodingList :: [ResultComponent] -> Encoding #

omitField :: ResultComponent -> Bool #

Generic ResultComponent Source #

Instance details

Defined in Types

Associated Types

type Rep ResultComponent

Instance details

Defined in Types

Methods

from :: ResultComponent -> Rep ResultComponent x #

to :: Rep ResultComponent x -> ResultComponent #

Show ResultComponent Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> ResultComponent -> ShowS #

show :: ResultComponent -> String #

showList :: [ResultComponent] -> ShowS #

Eq ResultComponent Source #

Instance details

Defined in Types

Methods

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

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

type Rep ResultComponent Source #

Instance details

Defined in Types

data DealStatType Source #

Constructors

RtnBalance
RtnRate
RtnBool
RtnInt

Instances

Instances details

Generic DealStatType Source #

Instance details

Defined in Types

Associated Types

type Rep DealStatType

Instance details

Defined in Types

type Rep DealStatType = D1 ('MetaData "DealStatType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "RtnBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RtnRate" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "RtnBool" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RtnInt" 'PrefixI 'False) (U1 :: Type -> Type)))

Methods

from :: DealStatType -> Rep DealStatType x #

to :: Rep DealStatType x -> DealStatType #

Read DealStatType Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DealStatType #

readList :: ReadS [DealStatType] #

readPrec :: ReadPrec DealStatType #

readListPrec :: ReadPrec [DealStatType] #

Show DealStatType Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DealStatType -> ShowS #

show :: DealStatType -> String #

showList :: [DealStatType] -> ShowS #

Eq DealStatType Source #

Instance details

Defined in Types

Methods

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

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

Ord DealStatType Source #

Instance details

Defined in Types

Methods

compare :: DealStatType -> DealStatType -> Ordering #

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

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

(>) :: DealStatType -> DealStatType -> Bool #

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

max :: DealStatType -> DealStatType -> DealStatType #

min :: DealStatType -> DealStatType -> DealStatType #

type Rep DealStatType Source #

Instance details

Defined in Types

type Rep DealStatType = D1 ('MetaData "DealStatType" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) ((C1 ('MetaCons "RtnBalance" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RtnRate" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "RtnBool" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RtnInt" 'PrefixI 'False) (U1 :: Type -> Type)))

data ActionWhen Source #

Constructors

EndOfPoolCollection	waterfall executed at the end of pool collection
DistributionDay DealStatus	waterfall executed depends on deal status
CleanUp	waterfall exectued upon a clean up call
OnClosingDay	waterfall executed on deal closing day
DefaultDistribution	default waterfall executed
RampUp	ramp up
WithinTrigger String	waterfall executed within a trigger
CustomWaterfall String	custom waterfall

Instances

Instances details

FromJSON ActionWhen Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser ActionWhen #

parseJSONList :: Value -> Parser [ActionWhen] #

omittedField :: Maybe ActionWhen #

FromJSONKey ActionWhen Source #

Instance details

Defined in Types

Methods

fromJSONKey :: FromJSONKeyFunction ActionWhen #

fromJSONKeyList :: FromJSONKeyFunction [ActionWhen] #

ToJSON ActionWhen Source #

Instance details

Defined in Types

Methods

toJSON :: ActionWhen -> Value #

toEncoding :: ActionWhen -> Encoding #

toJSONList :: [ActionWhen] -> Value #

toEncodingList :: [ActionWhen] -> Encoding #

omitField :: ActionWhen -> Bool #

ToJSONKey ActionWhen Source #

Instance details

Defined in Types

Methods

toJSONKey :: ToJSONKeyFunction ActionWhen #

toJSONKeyList :: ToJSONKeyFunction [ActionWhen] #

Generic ActionWhen Source #

Instance details

Defined in Types

Associated Types

type Rep ActionWhen

Instance details

Defined in Types

type Rep ActionWhen = D1 ('MetaData "ActionWhen" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "EndOfPoolCollection" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DistributionDay" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStatus))) :+: (C1 ('MetaCons "CleanUp" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "OnClosingDay" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "DefaultDistribution" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RampUp" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "WithinTrigger" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "CustomWaterfall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))))

Methods

from :: ActionWhen -> Rep ActionWhen x #

to :: Rep ActionWhen x -> ActionWhen #

Read ActionWhen Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS ActionWhen #

readList :: ReadS [ActionWhen] #

readPrec :: ReadPrec ActionWhen #

readListPrec :: ReadPrec [ActionWhen] #

Show ActionWhen Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> ActionWhen -> ShowS #

show :: ActionWhen -> String #

showList :: [ActionWhen] -> ShowS #

Eq ActionWhen Source #

Instance details

Defined in Types

Methods

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

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

Ord ActionWhen Source #

Instance details

Defined in Types

Methods

compare :: ActionWhen -> ActionWhen -> Ordering #

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

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

(>) :: ActionWhen -> ActionWhen -> Bool #

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

max :: ActionWhen -> ActionWhen -> ActionWhen #

min :: ActionWhen -> ActionWhen -> ActionWhen #

type Rep ActionWhen Source #

Instance details

Defined in Types

type Rep ActionWhen = D1 ('MetaData "ActionWhen" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (((C1 ('MetaCons "EndOfPoolCollection" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "DistributionDay" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 DealStatus))) :+: (C1 ('MetaCons "CleanUp" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "OnClosingDay" 'PrefixI 'False) (U1 :: Type -> Type))) :+: ((C1 ('MetaCons "DefaultDistribution" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "RampUp" 'PrefixI 'False) (U1 :: Type -> Type)) :+: (C1 ('MetaCons "WithinTrigger" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)) :+: C1 ('MetaCons "CustomWaterfall" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 String)))))

data DealStatFields Source #

different types of deal stats

Constructors

PoolCollectedPeriod
BondPaidPeriod

Instances

Instances details

FromJSON DealStatFields Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser DealStatFields #

parseJSONList :: Value -> Parser [DealStatFields] #

omittedField :: Maybe DealStatFields #

FromJSONKey DealStatFields Source #

Instance details

Defined in Deal.DealBase

Methods

fromJSONKey :: FromJSONKeyFunction DealStatFields #

fromJSONKeyList :: FromJSONKeyFunction [DealStatFields] #

ToJSON DealStatFields Source #

Instance details

Defined in Types

Methods

toJSON :: DealStatFields -> Value #

toEncoding :: DealStatFields -> Encoding #

toJSONList :: [DealStatFields] -> Value #

toEncodingList :: [DealStatFields] -> Encoding #

omitField :: DealStatFields -> Bool #

ToJSONKey DealStatFields Source #

Instance details

Defined in Deal.DealBase

Methods

toJSONKey :: ToJSONKeyFunction DealStatFields #

toJSONKeyList :: ToJSONKeyFunction [DealStatFields] #

Generic DealStatFields Source #

Instance details

Defined in Types

Associated Types

type Rep DealStatFields
Instance details Defined in Types type Rep DealStatFields = D1 ('MetaData "DealStatFields" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PoolCollectedPeriod" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BondPaidPeriod" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: DealStatFields -> Rep DealStatFields x #

to :: Rep DealStatFields x -> DealStatFields #

Read DealStatFields Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS DealStatFields #

readList :: ReadS [DealStatFields] #

readPrec :: ReadPrec DealStatFields #

readListPrec :: ReadPrec [DealStatFields] #

Show DealStatFields Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> DealStatFields -> ShowS #

show :: DealStatFields -> String #

showList :: [DealStatFields] -> ShowS #

Eq DealStatFields Source #

Instance details

Defined in Types

Methods

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

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

Ord DealStatFields Source #

Instance details

Defined in Types

Methods

compare :: DealStatFields -> DealStatFields -> Ordering #

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

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

(>) :: DealStatFields -> DealStatFields -> Bool #

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

max :: DealStatFields -> DealStatFields -> DealStatFields #

min :: DealStatFields -> DealStatFields -> DealStatFields #

type Rep DealStatFields Source #

Instance details

Defined in Types

type Rep DealStatFields = D1 ('MetaData "DealStatFields" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "PoolCollectedPeriod" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BondPaidPeriod" 'PrefixI 'False) (U1 :: Type -> Type))

getDealStatType :: DealStats -> DealStatType Source #

getPriceValue :: PriceResult -> Balance Source #

preHasTrigger :: Pre -> [(DealCycle, String)] Source #

data MyRatio Source #

Instances

Instances details

ToJSON MyRatio Source #
Instance details Defined in Types Methods toJSON :: MyRatio -> Value # toEncoding :: MyRatio -> Encoding # toJSONList :: [MyRatio] -> Value # toEncodingList :: [MyRatio] -> Encoding # omitField :: MyRatio -> Bool #
Show MyRatio Source #
Instance details Defined in Types Methods showsPrec :: Int -> MyRatio -> ShowS # show :: MyRatio -> String # showList :: [MyRatio] -> ShowS #

data HowToPay Source #

Constructors

ByProRata
BySequential

Instances

Instances details

FromJSON HowToPay Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser HowToPay #

parseJSONList :: Value -> Parser [HowToPay] #

omittedField :: Maybe HowToPay #

ToJSON HowToPay Source #

Instance details

Defined in Types

Methods

toJSON :: HowToPay -> Value #

toEncoding :: HowToPay -> Encoding #

toJSONList :: [HowToPay] -> Value #

toEncodingList :: [HowToPay] -> Encoding #

omitField :: HowToPay -> Bool #

Generic HowToPay Source #

Instance details

Defined in Types

Associated Types

type Rep HowToPay
Instance details Defined in Types type Rep HowToPay = D1 ('MetaData "HowToPay" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ByProRata" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BySequential" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: HowToPay -> Rep HowToPay x #

to :: Rep HowToPay x -> HowToPay #

Read HowToPay Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS HowToPay #

readList :: ReadS [HowToPay] #

readPrec :: ReadPrec HowToPay #

readListPrec :: ReadPrec [HowToPay] #

Show HowToPay Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> HowToPay -> ShowS #

show :: HowToPay -> String #

showList :: [HowToPay] -> ShowS #

Eq HowToPay Source #

Instance details

Defined in Types

Methods

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

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

Ord HowToPay Source #

Instance details

Defined in Types

Methods

compare :: HowToPay -> HowToPay -> Ordering #

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

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

(>) :: HowToPay -> HowToPay -> Bool #

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

max :: HowToPay -> HowToPay -> HowToPay #

min :: HowToPay -> HowToPay -> HowToPay #

type Rep HowToPay Source #

Instance details

Defined in Types

type Rep HowToPay = D1 ('MetaData "HowToPay" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "ByProRata" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "BySequential" 'PrefixI 'False) (U1 :: Type -> Type))

data BondPricingMethod Source #

condition which can be evaluated to a boolean value

Constructors

BondBalanceFactor Rate
PvBondByRate Rate
PvBondByCurve Ts

Instances

Instances details

FromJSON BondPricingMethod Source #

Instance details

Defined in Types

Methods

parseJSON :: Value -> Parser BondPricingMethod #

parseJSONList :: Value -> Parser [BondPricingMethod] #

omittedField :: Maybe BondPricingMethod #

ToJSON BondPricingMethod Source #

Instance details

Defined in Types

Methods

toJSON :: BondPricingMethod -> Value #

toEncoding :: BondPricingMethod -> Encoding #

toJSONList :: [BondPricingMethod] -> Value #

toEncodingList :: [BondPricingMethod] -> Encoding #

omitField :: BondPricingMethod -> Bool #

Generic BondPricingMethod Source #

Instance details

Defined in Types

Associated Types

type Rep BondPricingMethod

Instance details

Defined in Types

type Rep BondPricingMethod = D1 ('MetaData "BondPricingMethod" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BondBalanceFactor" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: (C1 ('MetaCons "PvBondByRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "PvBondByCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts))))

Methods

from :: BondPricingMethod -> Rep BondPricingMethod x #

to :: Rep BondPricingMethod x -> BondPricingMethod #

Read BondPricingMethod Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS BondPricingMethod #

readList :: ReadS [BondPricingMethod] #

readPrec :: ReadPrec BondPricingMethod #

readListPrec :: ReadPrec [BondPricingMethod] #

Show BondPricingMethod Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> BondPricingMethod -> ShowS #

show :: BondPricingMethod -> String #

showList :: [BondPricingMethod] -> ShowS #

Eq BondPricingMethod Source #

Instance details

Defined in Types

Methods

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

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

Ord BondPricingMethod Source #

Instance details

Defined in Types

Methods

compare :: BondPricingMethod -> BondPricingMethod -> Ordering #

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

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

(>) :: BondPricingMethod -> BondPricingMethod -> Bool #

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

max :: BondPricingMethod -> BondPricingMethod -> BondPricingMethod #

min :: BondPricingMethod -> BondPricingMethod -> BondPricingMethod #

type Rep BondPricingMethod Source #

Instance details

Defined in Types

type Rep BondPricingMethod = D1 ('MetaData "BondPricingMethod" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "BondBalanceFactor" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: (C1 ('MetaCons "PvBondByRate" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Rate)) :+: C1 ('MetaCons "PvBondByCurve" 'PrefixI 'False) (S1 ('MetaSel ('Nothing :: Maybe Symbol) 'NoSourceUnpackedness 'NoSourceStrictness 'DecidedLazy) (Rec0 Ts))))

data InvestorAction Source #

Constructors

Buy
Sell

Instances

Instances details

Generic InvestorAction Source #

Instance details

Defined in Types

Associated Types

type Rep InvestorAction
Instance details Defined in Types type Rep InvestorAction = D1 ('MetaData "InvestorAction" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Buy" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Sell" 'PrefixI 'False) (U1 :: Type -> Type))

Methods

from :: InvestorAction -> Rep InvestorAction x #

to :: Rep InvestorAction x -> InvestorAction #

Read InvestorAction Source #

Instance details

Defined in Types

Methods

readsPrec :: Int -> ReadS InvestorAction #

readList :: ReadS [InvestorAction] #

readPrec :: ReadPrec InvestorAction #

readListPrec :: ReadPrec [InvestorAction] #

Show InvestorAction Source #

Instance details

Defined in Types

Methods

showsPrec :: Int -> InvestorAction -> ShowS #

show :: InvestorAction -> String #

showList :: [InvestorAction] -> ShowS #

Eq InvestorAction Source #

Instance details

Defined in Types

Methods

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

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

Ord InvestorAction Source #

Instance details

Defined in Types

Methods

compare :: InvestorAction -> InvestorAction -> Ordering #

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

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

(>) :: InvestorAction -> InvestorAction -> Bool #

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

max :: InvestorAction -> InvestorAction -> InvestorAction #

min :: InvestorAction -> InvestorAction -> InvestorAction #

type Rep InvestorAction Source #

Instance details

Defined in Types

type Rep InvestorAction = D1 ('MetaData "InvestorAction" "Types" "Hastructure-0.50.0-9tFAxbqhtE23KiGoJqUlJG" 'False) (C1 ('MetaCons "Buy" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "Sell" 'PrefixI 'False) (U1 :: Type -> Type))

_BondTxn :: Prism' Txn (Date, Balance, Interest, Principal, IRate, Cash, DueInt, DueIoI, Maybe Float, TxnComment) Source #

_InspectBal :: Prism' ResultComponent (Date, DealStats, Balance) Source #

_IrrResult :: Prism' PriceResult (IRR, [Txn]) Source #

Orphan instances

FromJSON i => FromJSON (DecimalRaw i) Source #
Instance details Methods parseJSON :: Value -> Parser (DecimalRaw i) # parseJSONList :: Value -> Parser [DecimalRaw i] # omittedField :: Maybe (DecimalRaw i) #
ToJSON i => ToJSON (DecimalRaw i) Source #
Instance details Methods toJSON :: DecimalRaw i -> Value # toEncoding :: DecimalRaw i -> Encoding # toJSONList :: [DecimalRaw i] -> Value # toEncodingList :: [DecimalRaw i] -> Encoding # omitField :: DecimalRaw i -> Bool #

MonthEnd
QuarterEnd
YearEnd
MonthFirst
QuarterFirst
MidYear
YearFirst
MonthDayOfYear Int Int
DayOfMonth Int
SemiAnnual (Int, Int) (Int, Int)
CustomDate [Date]
SingletonDate Date
DaysInYear [(Int, Int)]
EveryNMonth Date Int
Weekday Int
AllDatePattern [DatePattern]
StartsExclusive Date DatePattern
StartsAt CutoffType Date DatePattern
EndsAt CutoffType Date DatePattern
Exclude DatePattern [DatePattern]
OffsetBy DatePattern Int

FloatCurve [TsPoint Rational]
BoolCurve [TsPoint Bool]
BalanceCurve [TsPoint Balance]
LeftBalanceCurve [TsPoint Balance]
RatioCurve [TsPoint Rational]
ThresholdCurve [TsPoint Rational]
IRateCurve [TsPoint IRate]
FactorCurveClosed [TsPoint Rational] Date
PricingCurve [TsPoint Rational]
PeriodCurve [TsPoint Int]
IntCurve [TsPoint Int]

LPR5Y
LPR1Y
LIBOR1M
LIBOR3M
LIBOR6M
LIBOR1Y
USTSY1Y
USTSY2Y
USTSY3Y
USTSY5Y
USTSY7Y
USTSY10Y
USTSY20Y
USTSY30Y
USCMT1Y
PRIME
COFI
SOFR1M
SOFR3M
SOFR6M
SOFR1Y
EURIBOR1M
EURIBOR3M
EURIBOR6M
EURIBOR12M
BBSW
IRPH
SONIA

PayInt [BondName]
PayYield BondName
PayPrin [BondName]
PayGroupPrin [BondName]
PayGroupInt [BondName]
WriteOff BondName Balance
FundWith BondName Balance
PayPrinResidual [BondName]
PayFee FeeName
SeqPayFee [FeeName]
PayFeeYield FeeName
Transfer AccName AccName
TransferBy AccName AccName Limit
BookLedgerBy BookDirection String
PoolInflow (Maybe [PoolId]) PoolSource
LiquidationProceeds [PoolId]
LiquidationSupport String
LiquidationDraw
LiquidationRepay String
LiquidationSupportInt Balance Balance
BankInt
SupportDraw
Empty
Tag String
UsingDS DealStats
SwapAccrue
SwapInSettle String
SwapOutSettle String
PurchaseAsset String Balance
IssuanceProceeds String
TxnDirection BookDirection
TxnComments [TxnComment]