Daml.Finance.Instrument.StructuredProduct.V1.Util

Data Types

type C

= Claim Date Decimal Deliverable Observable

type O

= Observation Date Decimal Observable

Functions

includes

: Schedule -> Schedule -> [Bool]

Find out which schedule periods of scheduleA exist in scheduleB.

createAutoCallableClaims

: (Date -> Time) -> Schedule -> Schedule -> PeriodicSchedule -> Bool -> Decimal -> DayCountConventionEnum -> Decimal -> Deliverable -> Optional FloatingRate -> Optional Decimal -> Optional Decimal -> Text -> Decimal -> Decimal -> Decimal -> Decimal -> HolidayCalendarData -> TaggedClaim

Calculate the claims for an auto-callable with a contingent coupon on each payment date and a redemption amount at maturity (unless auto-called previously).