Instrument Modeling

This section explains different topics related to modeling instruments using Daml Finance. Each tutorial combines a step by step description of different workflows with supporting code.

The following tutorials are available:

  • The Bond Extension tutorial introduces the different types of bonds supported in Daml Finance out of the box.
  • The Equity Extension tutorial describes how to model the equity related lifecycle events like dividends, stock splits and mergers.
  • The Swap Extension tutorial describes how to use the different types of swaps in Daml Finance.
  • The Option Extension tutorial describes the different types of option instruments in Daml Finance.
  • The Generic Extension tutorial shows you how to define your own generic instrument.
  • The Intermediated Lifecycling tutorial demonstrates how to lifecycle a generic instrument with an intermediary party between the issuer and the investor.
  • The Contingent Claims Instrument tutorial describes how to create a new instrument type (similar to the bond instruments that you saw in the Bond Extension above).
  • The On ledger vs on-the-fly tutorial helps you to decide whether to explicitly store the claims tree on the ledger or generate it on-the-fly.