{-# LANGUAGE MultiParamTypeClasses, FunctionalDependencies #-} {-# OPTIONS_GHC -fno-warn-duplicate-exports #-} module Data.FpML.V53.CD ( module Data.FpML.V53.CD , module Data.FpML.V53.Shared.Option ) where import Text.XML.HaXml.Schema.Schema (SchemaType(..),SimpleType(..),Extension(..),Restricts(..)) import Text.XML.HaXml.Schema.Schema as Schema import qualified Text.XML.HaXml.Schema.PrimitiveTypes as Xsd import {-# SOURCE #-} Data.FpML.V53.Shared.Option data AdditionalFixedPayments instance Eq AdditionalFixedPayments instance Show AdditionalFixedPayments instance SchemaType AdditionalFixedPayments data AdditionalTerm data AdditionalTermAttributes instance Eq AdditionalTerm instance Eq AdditionalTermAttributes instance Show AdditionalTerm instance Show AdditionalTermAttributes instance SchemaType AdditionalTerm instance Extension AdditionalTerm Scheme data AdjustedPaymentDates instance Eq AdjustedPaymentDates instance Show AdjustedPaymentDates instance SchemaType AdjustedPaymentDates -- | CDS Basket Reference Information data BasketReferenceInformation instance Eq BasketReferenceInformation instance Show BasketReferenceInformation instance SchemaType BasketReferenceInformation data CalculationAmount instance Eq CalculationAmount instance Show CalculationAmount instance SchemaType CalculationAmount instance Extension CalculationAmount Money instance Extension CalculationAmount MoneyBase data CashSettlementTerms instance Eq CashSettlementTerms instance Show CashSettlementTerms instance SchemaType CashSettlementTerms instance Extension CashSettlementTerms SettlementTerms data CreditDefaultSwap instance Eq CreditDefaultSwap instance Show CreditDefaultSwap instance SchemaType CreditDefaultSwap instance Extension CreditDefaultSwap Product -- | A complex type to support the credit default swap option. data CreditDefaultSwapOption instance Eq CreditDefaultSwapOption instance Show CreditDefaultSwapOption instance SchemaType CreditDefaultSwapOption instance Extension CreditDefaultSwapOption OptionBaseExtended instance Extension CreditDefaultSwapOption OptionBase instance Extension CreditDefaultSwapOption Option instance Extension CreditDefaultSwapOption Product -- | A complex type to specify the strike of a credit swaption -- or a credit default swap option. data CreditOptionStrike instance Eq CreditOptionStrike instance Show CreditOptionStrike instance SchemaType CreditOptionStrike data DeliverableObligations instance Eq DeliverableObligations instance Show DeliverableObligations instance SchemaType DeliverableObligations -- | Defines a coding scheme of the entity types defined in the -- ISDA First to Default documentation. data EntityType data EntityTypeAttributes instance Eq EntityType instance Eq EntityTypeAttributes instance Show EntityType instance Show EntityTypeAttributes instance SchemaType EntityType instance Extension EntityType Scheme data FeeLeg instance Eq FeeLeg instance Show FeeLeg instance SchemaType FeeLeg instance Extension FeeLeg Leg data FixedAmountCalculation instance Eq FixedAmountCalculation instance Show FixedAmountCalculation instance SchemaType FixedAmountCalculation -- | The calculation period fixed rate. A per annum rate, -- expressed as a decimal. A fixed rate of 5% would be -- represented as 0.05. data FixedRate data FixedRateAttributes instance Eq FixedRate instance Eq FixedRateAttributes instance Show FixedRate instance Show FixedRateAttributes instance SchemaType FixedRate instance Extension FixedRate Xsd.Decimal data FixedRateReference instance Eq FixedRateReference instance Show FixedRateReference instance SchemaType FixedRateReference instance Extension FixedRateReference Reference data FloatingAmountEvents instance Eq FloatingAmountEvents instance Show FloatingAmountEvents instance SchemaType FloatingAmountEvents data FloatingAmountProvisions instance Eq FloatingAmountProvisions instance Show FloatingAmountProvisions instance SchemaType FloatingAmountProvisions data GeneralTerms instance Eq GeneralTerms instance Show GeneralTerms instance SchemaType GeneralTerms data IndexAnnexSource data IndexAnnexSourceAttributes instance Eq IndexAnnexSource instance Eq IndexAnnexSourceAttributes instance Show IndexAnnexSource instance Show IndexAnnexSourceAttributes instance SchemaType IndexAnnexSource instance Extension IndexAnnexSource Scheme data IndexId data IndexIdAttributes instance Eq IndexId instance Eq IndexIdAttributes instance Show IndexId instance Show IndexIdAttributes instance SchemaType IndexId instance Extension IndexId Scheme data IndexName data IndexNameAttributes instance Eq IndexName instance Eq IndexNameAttributes instance Show IndexName instance Show IndexNameAttributes instance SchemaType IndexName instance Extension IndexName Scheme -- | A type defining a Credit Default Swap Index. data IndexReferenceInformation instance Eq IndexReferenceInformation instance Show IndexReferenceInformation instance SchemaType IndexReferenceInformation data InitialPayment instance Eq InitialPayment instance Show InitialPayment instance SchemaType InitialPayment instance Extension InitialPayment PaymentBase data InterestShortFall instance Eq InterestShortFall instance Show InterestShortFall instance SchemaType InterestShortFall data LoanParticipation instance Eq LoanParticipation instance Show LoanParticipation instance SchemaType LoanParticipation instance Extension LoanParticipation PCDeliverableObligationCharac data MatrixSource data MatrixSourceAttributes instance Eq MatrixSource instance Eq MatrixSourceAttributes instance Show MatrixSource instance Show MatrixSourceAttributes instance SchemaType MatrixSource instance Extension MatrixSource Scheme data MultipleValuationDates instance Eq MultipleValuationDates instance Show MultipleValuationDates instance SchemaType MultipleValuationDates instance Extension MultipleValuationDates SingleValuationDate data NotDomesticCurrency instance Eq NotDomesticCurrency instance Show NotDomesticCurrency instance SchemaType NotDomesticCurrency data Obligations instance Eq Obligations instance Show Obligations instance SchemaType Obligations data PCDeliverableObligationCharac instance Eq PCDeliverableObligationCharac instance Show PCDeliverableObligationCharac instance SchemaType PCDeliverableObligationCharac data PeriodicPayment instance Eq PeriodicPayment instance Show PeriodicPayment instance SchemaType PeriodicPayment instance Extension PeriodicPayment PaymentBase data PhysicalSettlementPeriod instance Eq PhysicalSettlementPeriod instance Show PhysicalSettlementPeriod instance SchemaType PhysicalSettlementPeriod data PhysicalSettlementTerms instance Eq PhysicalSettlementTerms instance Show PhysicalSettlementTerms instance SchemaType PhysicalSettlementTerms instance Extension PhysicalSettlementTerms SettlementTerms data ProtectionTerms instance Eq ProtectionTerms instance Show ProtectionTerms instance SchemaType ProtectionTerms -- | Reference to protectionTerms component. data ProtectionTermsReference instance Eq ProtectionTermsReference instance Show ProtectionTermsReference instance SchemaType ProtectionTermsReference instance Extension ProtectionTermsReference Reference data ReferenceInformation instance Eq ReferenceInformation instance Show ReferenceInformation instance SchemaType ReferenceInformation data ReferenceObligation instance Eq ReferenceObligation instance Show ReferenceObligation instance SchemaType ReferenceObligation data ReferencePair instance Eq ReferencePair instance Show ReferencePair instance SchemaType ReferencePair -- | This type contains all the reference pool items to define -- the reference entity and reference obligation(s) in the -- basket. data ReferencePool instance Eq ReferencePool instance Show ReferencePool instance SchemaType ReferencePool -- | This type contains all the constituent weight and reference -- information. data ReferencePoolItem instance Eq ReferencePoolItem instance Show ReferencePoolItem instance SchemaType ReferencePoolItem data SettledEntityMatrix instance Eq SettledEntityMatrix instance Show SettledEntityMatrix instance SchemaType SettledEntityMatrix data SettlementTerms instance Eq SettlementTerms instance Show SettlementTerms instance SchemaType SettlementTerms -- | Reference to a settlement terms derived construct -- (cashSettlementTerms or physicalSettlementTerms). data SettlementTermsReference instance Eq SettlementTermsReference instance Show SettlementTermsReference instance SchemaType SettlementTermsReference instance Extension SettlementTermsReference Reference data SinglePayment instance Eq SinglePayment instance Show SinglePayment instance SchemaType SinglePayment instance Extension SinglePayment PaymentBase data SingleValuationDate instance Eq SingleValuationDate instance Show SingleValuationDate instance SchemaType SingleValuationDate data SpecifiedCurrency instance Eq SpecifiedCurrency instance Show SpecifiedCurrency instance SchemaType SpecifiedCurrency -- | This type represents a CDS Tranche. data Tranche instance Eq Tranche instance Show Tranche instance SchemaType Tranche data ValuationDate instance Eq ValuationDate instance Show ValuationDate instance SchemaType ValuationDate -- | A limited version of the CDS type used as an underlyer to -- CDS options in Transparency view, to avoid requiring -- product type etc. data LimitedCreditDefaultSwap instance Eq LimitedCreditDefaultSwap instance Show LimitedCreditDefaultSwap instance SchemaType LimitedCreditDefaultSwap -- | In a credit default swap one party (the protection seller) -- agrees to compensate another party (the protection buyer) -- if a specified company or Sovereign (the reference entity) -- experiences a credit event, indicating it is or may be -- unable to service its debts. The protection seller is -- typically paid a fee and/or premium, expressed as an -- annualized percent of the notional in basis points, -- regularly over the life of the transaction or otherwise as -- agreed by the parties. elementCreditDefaultSwap :: XMLParser CreditDefaultSwap elementToXMLCreditDefaultSwap :: CreditDefaultSwap -> [Content ()] -- | An option on a credit default swap. elementCreditDefaultSwapOption :: XMLParser CreditDefaultSwapOption elementToXMLCreditDefaultSwapOption :: CreditDefaultSwapOption -> [Content ()]