Hastructure-0.50.4: Cashflow modeling library for structured finance

Safe Haskell	None
Language	Haskell2010

AssetClass.Loan

Contents

Orphan instances

Synopsis

projectLoanFlow :: ((Balance, Int, IRate), Balance, Date, AmortPlan, DayCount, IRate, Rational) -> (Dates, [DefaultRate], [PrepaymentRate], [IRate], [Int]) -> (DList TsRow, Balance, Date, Rational)
updateOriginDate :: Asset a => a -> Date -> a

Documentation

projectLoanFlow :: ((Balance, Int, IRate), Balance, Date, AmortPlan, DayCount, IRate, Rational) -> (Dates, [DefaultRate], [PrepaymentRate], [IRate], [Int]) -> (DList TsRow, Balance, Date, Rational) Source #

updateOriginDate :: Asset a => a -> Date -> a Source #

! Change the origination date of an asset

Orphan instances

Asset Loan Source #

Instance details

Methods

calcCashflow :: Loan -> Date -> Maybe [RateAssumption] -> Either String CashFlowFrame Source #

getCurrentBal :: Loan -> Balance Source #

getOriginBal :: Loan -> Balance Source #

getOriginRate :: Loan -> IRate Source #

getCurrentRate :: Loan -> IRate Source #

getOriginDate :: Loan -> Date Source #

getOriginInfo :: Loan -> OriginalInfo Source #

isDefaulted :: Loan -> Bool Source #

getPaymentDates :: Loan -> Int -> [Date] Source #

getRemainTerms :: Loan -> Int Source #

getRemainDates :: Loan -> [Date] Source #

getTotalTerms :: Loan -> Int Source #

getPastTerms :: Loan -> Int Source #

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

getBorrowerNum :: Loan -> Int Source #

splitWith :: Loan -> [Rate] -> [Loan] Source #

updateOriginDate :: Loan -> Date -> Loan Source #

resetToOrig :: Loan -> Loan Source #

getLastInterestPaymentDate :: Loan -> Maybe Date Source #

calcAccruedInterest :: Loan -> Date -> Balance Source #

calcAlignDate :: Loan -> Date -> Date Source #

getObligor :: Loan -> Maybe Obligor Source #

getObligorTags :: Loan -> Set String Source #

getObligorId :: Loan -> Maybe String Source #

getObligorFields :: Loan -> Maybe (Map String (Either String Double)) Source #