IRD.hs-boot

{-# LANGUAGE MultiParamTypeClasses, FunctionalDependencies #-}
{-# OPTIONS_GHC -fno-warn-duplicate-exports #-}
module Data.FpML.V53.IRD
  ( module Data.FpML.V53.IRD
  , module Data.FpML.V53.Asset
  ) 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.Asset
 
-- | A type including a reference to a bond to support the 
--   representation of an asset swap or Condition Precedent 
--   Bond. 
data BondReference
instance Eq BondReference
instance Show BondReference
instance SchemaType BondReference
 
-- | A product to represent a single cashflow. 
data BulletPayment
instance Eq BulletPayment
instance Show BulletPayment
instance SchemaType BulletPayment
instance Extension BulletPayment Product
 
-- | A type definining the parameters used in the calculation of 
--   fixed or floating calculation period amounts. 
data Calculation
instance Eq Calculation
instance Show Calculation
instance SchemaType Calculation
 
-- | A type defining the parameters used in the calculation of a 
--   fixed or floating rate calculation period amount. This type 
--   forms part of cashflows representation of a swap stream. 
data CalculationPeriod
instance Eq CalculationPeriod
instance Show CalculationPeriod
instance SchemaType CalculationPeriod
 
-- | A type defining the parameters used in the calculation of 
--   fixed or floating rate calculation period amounts or for 
--   specifying a known calculation period amount or known 
--   amount schedule. 
data CalculationPeriodAmount
instance Eq CalculationPeriodAmount
instance Show CalculationPeriodAmount
instance SchemaType CalculationPeriodAmount
 
-- | A type defining the parameters used to generate the 
--   calculation period dates schedule, including the 
--   specification of any initial or final stub calculation 
--   periods. A calculation perod schedule consists of an 
--   optional initial stub calculation period, one or more 
--   regular calculation periods and an optional final stub 
--   calculation period. In the absence of any initial or final 
--   stub calculation periods, the regular part of the 
--   calculation period schedule is assumed to be between the 
--   effective date and the termination date. No implicit stubs 
--   are allowed, i.e. stubs must be explicitly specified using 
--   an appropriate combination of firstPeriodStateDate, 
--   firstRegularPeriodStartDate and lastRegularPeriodEndDate. 
data CalculationPeriodDates
instance Eq CalculationPeriodDates
instance Show CalculationPeriodDates
instance SchemaType CalculationPeriodDates
 
-- | Reference to a calculation period dates component. 
data CalculationPeriodDatesReference
instance Eq CalculationPeriodDatesReference
instance Show CalculationPeriodDatesReference
instance SchemaType CalculationPeriodDatesReference
instance Extension CalculationPeriodDatesReference Reference
 
-- | A type defining the right of a party to cancel a swap 
--   transaction on the specified exercise dates. The provision 
--   is for 'walkaway' cancellation (i.e. the fair value of the 
--   swap is not paid). A fee payable on exercise can be 
--   specified. 
data CancelableProvision
instance Eq CancelableProvision
instance Show CancelableProvision
instance SchemaType CancelableProvision
 
-- | A type to define the adjusted dates for a cancelable 
--   provision on a swap transaction. 
data CancelableProvisionAdjustedDates
instance Eq CancelableProvisionAdjustedDates
instance Show CancelableProvisionAdjustedDates
instance SchemaType CancelableProvisionAdjustedDates
 
-- | The adjusted dates for a specific cancellation date, 
--   including the adjusted exercise date and adjusted 
--   termination date. 
data CancellationEvent
instance Eq CancellationEvent
instance Show CancellationEvent
instance SchemaType CancellationEvent
 
-- | A type defining an interest rate cap, floor, or cap/floor 
--   strategy (e.g. collar) product. 
data CapFloor
instance Eq CapFloor
instance Show CapFloor
instance SchemaType CapFloor
instance Extension CapFloor Product
 
-- | A type defining the cashflow representation of a swap 
--   trade. 
data Cashflows
instance Eq Cashflows
instance Show Cashflows
instance SchemaType Cashflows
 
-- | A type defining the parameters necessary for each of the 
--   ISDA cash price methods for cash settlement. 
data CashPriceMethod
instance Eq CashPriceMethod
instance Show CashPriceMethod
instance SchemaType CashPriceMethod
 
-- | A type to define the cash settlement terms for a product 
--   where cash settlement is applicable. 
data CashSettlement
instance Eq CashSettlement
instance Show CashSettlement
instance SchemaType CashSettlement
 
-- | A type defining the cash settlement payment date(s) as 
--   either a set of explicit dates, together with applicable 
--   adjustments, or as a date relative to some other (anchor) 
--   date, or as any date in a range of contiguous business 
--   days. 
data CashSettlementPaymentDate
instance Eq CashSettlementPaymentDate
instance Show CashSettlementPaymentDate
instance SchemaType CashSettlementPaymentDate
 
data CrossCurrencyMethod
instance Eq CrossCurrencyMethod
instance Show CrossCurrencyMethod
instance SchemaType CrossCurrencyMethod
 
-- | A type to provide the ability to point to multiple payment 
--   nodes in the document through the unbounded 
--   paymentDatesReference. 
data DateRelativeToCalculationPeriodDates
instance Eq DateRelativeToCalculationPeriodDates
instance Show DateRelativeToCalculationPeriodDates
instance SchemaType DateRelativeToCalculationPeriodDates
 
-- | A type to provide the ability to point to multiple payment 
--   nodes in the document through the unbounded 
--   paymentDatesReference. 
data DateRelativeToPaymentDates
instance Eq DateRelativeToPaymentDates
instance Show DateRelativeToPaymentDates
instance SchemaType DateRelativeToPaymentDates
 
-- | A type defining discounting information. The 2000 ISDA 
--   definitions, section 8.4. discounting (related to the 
--   calculation of a discounted fixed amount or floating 
--   amount) apply. This type must only be included if 
--   discounting applies. 
data Discounting
instance Eq Discounting
instance Show Discounting
instance SchemaType Discounting
 
-- | A type to define the adjusted dates associated with an 
--   early termination provision. 
data EarlyTerminationEvent
instance Eq EarlyTerminationEvent
instance Show EarlyTerminationEvent
instance SchemaType EarlyTerminationEvent
 
-- | A type defining an early termination provision for a swap. 
--   This early termination is at fair value, i.e. on 
--   termination the fair value of the product must be settled 
--   between the parties. 
data EarlyTerminationProvision
instance Eq EarlyTerminationProvision
instance Show EarlyTerminationProvision
instance SchemaType EarlyTerminationProvision
 
-- | A type defining the adjusted dates associated with a 
--   particular exercise event. 
data ExerciseEvent
instance Eq ExerciseEvent
instance Show ExerciseEvent
instance SchemaType ExerciseEvent
 
-- | This defines the time interval to the start of the exercise 
--   period, i.e. the earliest exercise date, and the frequency 
--   of subsequent exercise dates (if any). 
data ExercisePeriod
instance Eq ExercisePeriod
instance Show ExercisePeriod
instance SchemaType ExercisePeriod
 
-- | A type defining an option to extend an existing swap 
--   transaction on the specified exercise dates for a term 
--   ending on the specified new termination date. 
data ExtendibleProvision
instance Eq ExtendibleProvision
instance Show ExtendibleProvision
instance SchemaType ExtendibleProvision
 
-- | A type defining the adjusted dates associated with a 
--   provision to extend a swap. 
data ExtendibleProvisionAdjustedDates
instance Eq ExtendibleProvisionAdjustedDates
instance Show ExtendibleProvisionAdjustedDates
instance SchemaType ExtendibleProvisionAdjustedDates
 
-- | A type to define the adjusted dates associated with an 
--   individual extension event. 
data ExtensionEvent
instance Eq ExtensionEvent
instance Show ExtensionEvent
instance SchemaType ExtensionEvent
 
-- | A type to define business date convention adjustment to 
--   final payment period per leg. 
data FinalCalculationPeriodDateAdjustment
instance Eq FinalCalculationPeriodDateAdjustment
instance Show FinalCalculationPeriodDateAdjustment
instance SchemaType FinalCalculationPeriodDateAdjustment
 
-- | The method, prioritzed by the order it is listed in this 
--   element, to get a replacement rate for the disrupted 
--   settlement rate option. 
data FallbackReferencePrice
instance Eq FallbackReferencePrice
instance Show FallbackReferencePrice
instance SchemaType FallbackReferencePrice
 
-- | A type defining parameters associated with a floating rate 
--   reset. This type forms part of the cashflows representation 
--   of a stream. 
data FloatingRateDefinition
instance Eq FloatingRateDefinition
instance Show FloatingRateDefinition
instance SchemaType FloatingRateDefinition
 
-- | A type defining a Forward Rate Agreement (FRA) product. 
data Fra
instance Eq Fra
instance Show Fra
instance SchemaType Fra
instance Extension Fra Product
 
-- | A type that is extending the Offset structure for providing 
--   the ability to specify an FX fixing date as an offset to 
--   dates specified somewhere else in the document. 
data FxFixingDate
instance Eq FxFixingDate
instance Show FxFixingDate
instance SchemaType FxFixingDate
instance Extension FxFixingDate Offset
instance Extension FxFixingDate Period
 
-- | A type to describe the cashflow representation for fx 
--   linked notionals. 
data FxLinkedNotionalAmount
instance Eq FxLinkedNotionalAmount
instance Show FxLinkedNotionalAmount
instance SchemaType FxLinkedNotionalAmount
 
-- | A type to describe a notional schedule where each notional 
--   that applies to a calculation period is calculated with 
--   reference to a notional amount or notional amount schedule 
--   in a different currency by means of a spot currency 
--   exchange rate which is normally observed at the beginning 
--   of each period. 
data FxLinkedNotionalSchedule
instance Eq FxLinkedNotionalSchedule
instance Show FxLinkedNotionalSchedule
instance SchemaType FxLinkedNotionalSchedule
 
-- | A type defining the components specifiying an Inflation 
--   Rate Calculation 
data InflationRateCalculation
instance Eq InflationRateCalculation
instance Show InflationRateCalculation
instance SchemaType InflationRateCalculation
instance Extension InflationRateCalculation FloatingRateCalculation
instance Extension InflationRateCalculation FloatingRate
instance Extension InflationRateCalculation Rate
 
-- | A type defining the components specifiying an interest rate 
--   stream, including both a parametric and cashflow 
--   representation for the stream of payments. 
data InterestRateStream
instance Eq InterestRateStream
instance Show InterestRateStream
instance SchemaType InterestRateStream
instance Extension InterestRateStream Leg
 
-- | Reference to an InterestRateStream component. 
data InterestRateStreamReference
instance Eq InterestRateStreamReference
instance Show InterestRateStreamReference
instance SchemaType InterestRateStreamReference
instance Extension InterestRateStreamReference Reference
 
-- | A type to define an early termination provision for which 
--   exercise is mandatory. 
data MandatoryEarlyTermination
instance Eq MandatoryEarlyTermination
instance Show MandatoryEarlyTermination
instance SchemaType MandatoryEarlyTermination
 
-- | A type defining the adjusted dates associated with a 
--   mandatory early termination provision. 
data MandatoryEarlyTerminationAdjustedDates
instance Eq MandatoryEarlyTerminationAdjustedDates
instance Show MandatoryEarlyTerminationAdjustedDates
instance SchemaType MandatoryEarlyTerminationAdjustedDates
 
-- | A type defining the parameters used when the reference 
--   currency of the swapStream is non-deliverable. 
data NonDeliverableSettlement
instance Eq NonDeliverableSettlement
instance Show NonDeliverableSettlement
instance SchemaType NonDeliverableSettlement
 
-- | An type defining the notional amount or notional amount 
--   schedule associated with a swap stream. The notional 
--   schedule will be captured explicitly, specifying the dates 
--   that the notional changes and the outstanding notional 
--   amount that applies from that date. A parametric 
--   representation of the rules defining the notional step 
--   schedule can optionally be included. 
data Notional
instance Eq Notional
instance Show Notional
instance SchemaType Notional
 
-- | A type defining a parametric representation of the notional 
--   step schedule, i.e. parameters used to generate the 
--   notional balance on each step date. The step change in 
--   notional can be expressed in terms of either a fixed amount 
--   or as a percentage of either the initial notional or 
--   previous notional amount. This parametric representation is 
--   intended to cover the more common amortizing/accreting. 
data NotionalStepRule
instance Eq NotionalStepRule
instance Show NotionalStepRule
instance SchemaType NotionalStepRule
 
-- | A type defining an early termination provision where either 
--   or both parties have the right to exercise. 
data OptionalEarlyTermination
instance Eq OptionalEarlyTermination
instance Show OptionalEarlyTermination
instance SchemaType OptionalEarlyTermination
 
-- | A type defining the adjusted dates associated with an 
--   optional early termination provision. 
data OptionalEarlyTerminationAdjustedDates
instance Eq OptionalEarlyTerminationAdjustedDates
instance Show OptionalEarlyTerminationAdjustedDates
instance SchemaType OptionalEarlyTerminationAdjustedDates
 
-- | A type defining the adjusted payment date and associated 
--   calculation period parameters required to calculate the 
--   actual or projected payment amount. This type forms part of 
--   the cashflow representation of a swap stream. 
data PaymentCalculationPeriod
instance Eq PaymentCalculationPeriod
instance Show PaymentCalculationPeriod
instance SchemaType PaymentCalculationPeriod
instance Extension PaymentCalculationPeriod PaymentBase
 
-- | A type defining parameters used to generate the payment 
--   dates schedule, including the specification of early or 
--   delayed payments. Payment dates are determined relative to 
--   the calculation period dates or the reset dates. 
data PaymentDates
instance Eq PaymentDates
instance Show PaymentDates
instance SchemaType PaymentDates
 
-- | Reference to a payment dates structure. 
data PaymentDatesReference
instance Eq PaymentDatesReference
instance Show PaymentDatesReference
instance SchemaType PaymentDatesReference
instance Extension PaymentDatesReference Reference
 
-- | A type defining the parameters used to get a price quote to 
--   replace the settlement rate option that is disrupted. 
data PriceSourceDisruption
instance Eq PriceSourceDisruption
instance Show PriceSourceDisruption
instance SchemaType PriceSourceDisruption
 
-- | A type defining a principal exchange amount and adjusted 
--   exchange date. The type forms part of the cashflow 
--   representation of a swap stream. 
data PrincipalExchange
instance Eq PrincipalExchange
instance Show PrincipalExchange
instance SchemaType PrincipalExchange
 
-- | Reference to relevant underlying date. 
data RelevantUnderlyingDateReference
instance Eq RelevantUnderlyingDateReference
instance Show RelevantUnderlyingDateReference
instance SchemaType RelevantUnderlyingDateReference
instance Extension RelevantUnderlyingDateReference Reference
 
-- | A type defining the parameters used to generate the reset 
--   dates schedule and associated fixing dates. The reset dates 
--   are determined relative to the calculation periods 
--   schedules dates. 
data ResetDates
instance Eq ResetDates
instance Show ResetDates
instance SchemaType ResetDates
 
-- | Reference to a reset dates component. 
data ResetDatesReference
instance Eq ResetDatesReference
instance Show ResetDatesReference
instance SchemaType ResetDatesReference
instance Extension ResetDatesReference Reference
 
-- | A type defining the specification of settlement terms, 
--   occuring when the settlement currency is different to the 
--   notional currency of the trade. 
data SettlementProvision
instance Eq SettlementProvision
instance Show SettlementProvision
instance SchemaType SettlementProvision
 
-- | A type defining the settlement rate options through a 
--   scheme reflecting the terms of the Annex A to the 1998 FX 
--   and Currency Option Definitions. 
data SettlementRateOption
data SettlementRateOptionAttributes
instance Eq SettlementRateOption
instance Eq SettlementRateOptionAttributes
instance Show SettlementRateOption
instance Show SettlementRateOptionAttributes
instance SchemaType SettlementRateOption
instance Extension SettlementRateOption Scheme
 
-- | A type describing the buyer and seller of an option. 
data SinglePartyOption
instance Eq SinglePartyOption
instance Show SinglePartyOption
instance SchemaType SinglePartyOption
 
-- | A type defining how the initial or final stub calculation 
--   period amounts is calculated. For example, the rate to be 
--   applied to the initial or final stub calculation period may 
--   be the linear interpolation of two different tenors for the 
--   floating rate index specified in the calculation period 
--   amount component, e.g. A two month stub period may used the 
--   linear interpolation of a one month and three month 
--   floating rate. The different rate tenors would be specified 
--   in this component. Note that a maximum of two rate tenors 
--   can be specified. If a stub period uses a single index 
--   tenor and this is the same as that specified in the 
--   calculation period amount component then the initial stub 
--   or final stub component, as the case may be, must not be 
--   included. 
data StubCalculationPeriodAmount
instance Eq StubCalculationPeriodAmount
instance Show StubCalculationPeriodAmount
instance SchemaType StubCalculationPeriodAmount
 
-- | A type defining swap streams and additional payments 
--   between the principal parties involved in the swap. 
data Swap
instance Eq Swap
instance Show Swap
instance SchemaType Swap
instance Extension Swap Product
 
-- | Additional terms to a swap contract. 
data SwapAdditionalTerms
instance Eq SwapAdditionalTerms
instance Show SwapAdditionalTerms
instance SchemaType SwapAdditionalTerms
 
-- | A type to define an option on a swap. 
data Swaption
instance Eq Swaption
instance Show Swaption
instance SchemaType Swaption
instance Extension Swaption Product
 
-- | A type describing the adjusted dates associated with 
--   swaption exercise and settlement. 
data SwaptionAdjustedDates
instance Eq SwaptionAdjustedDates
instance Show SwaptionAdjustedDates
instance SchemaType SwaptionAdjustedDates
 
data SwaptionPhysicalSettlement
instance Eq SwaptionPhysicalSettlement
instance Show SwaptionPhysicalSettlement
instance SchemaType SwaptionPhysicalSettlement
 
-- | Reference to a Valuation dates node. 
data ValuationDatesReference
instance Eq ValuationDatesReference
instance Show ValuationDatesReference
instance SchemaType ValuationDatesReference
instance Extension ValuationDatesReference Reference
 
-- | Specifies how long to wait to get a quote from a settlement 
--   rate option upon a price source disruption. 
data ValuationPostponement
instance Eq ValuationPostponement
instance Show ValuationPostponement
instance SchemaType ValuationPostponement
 
-- | A type defining the parameters required for each of the 
--   ISDA defined yield curve methods for cash settlement. 
data YieldCurveMethod
instance Eq YieldCurveMethod
instance Show YieldCurveMethod
instance SchemaType YieldCurveMethod
 
-- | A product to represent a single known payment. 
elementBulletPayment :: XMLParser BulletPayment
elementToXMLBulletPayment :: BulletPayment -> [Content ()]
 
-- | A cap, floor or cap floor structures product definition. 
elementCapFloor :: XMLParser CapFloor
elementToXMLCapFloor :: CapFloor -> [Content ()]
 
-- | A floating rate calculation definition. 
elementFloatingRateCalculation :: XMLParser FloatingRateCalculation
elementToXMLFloatingRateCalculation :: FloatingRateCalculation -> [Content ()]
 
-- | A forward rate agreement product definition. 
elementFra :: XMLParser Fra
elementToXMLFra :: Fra -> [Content ()]
 
-- | An inflation rate calculation definition. 
elementInflationRateCalculation :: XMLParser InflationRateCalculation
elementToXMLInflationRateCalculation :: InflationRateCalculation -> [Content ()]
 
-- | The base element for the floating rate calculation 
--   definitions. 
elementRateCalculation :: XMLParser Rate
 
-- | A swap product definition. 
elementSwap :: XMLParser Swap
elementToXMLSwap :: Swap -> [Content ()]
 
-- | A swaption product definition. 
elementSwaption :: XMLParser Swaption
elementToXMLSwaption :: Swaption -> [Content ()]