Daml.Finance.Instrument.Swap

This package contains the implementation of different swap types, defined in the following modules:

• Asset.Instrument: Instrument implementation for asset swaps
• Asset.Factory: Factory implementation to instantiate asset swaps
• CreditDefault.Instrument: Instrument implementation for credit default swaps
• CreditDefault.Factory: Factory implementation to instantiate credit default swaps
• Currency.Instrument: Instrument implementation for currency swaps
• Currency.Factory: Factory implementation to instantiate currency swaps
• ForeignExchange.Instrument: Instrument implementation for foreign exchange swaps
• ForeignExchange.Factory: Factory implementation to instantiate foreign exchange swaps
• Fpml.Instrument: Instrument implementation for FpML swaps (FpML swap schema)
• Fpml.Factory: Factory implementation to instantiate FpML swaps
• Fpml.Util: Utility functions to support FpML swaps
• InterestRate.Instrument: Instrument implementation for interest rate swaps
• InterestRate.Factory: Factory implementation to instantiate interest rate swaps

Check out the tutorial on How to use the Swap extension package for a description of how to use the swap extension in practice.