Instruments¶
This section describes which instruments are included out of the box in Daml Finance. Each instrument package contains a list of supported instruments. The instrument extension pages explain what each instrument does and how to set it up.
Bonds¶
The following instruments are included in the Bond Instrument package:
- Fixed rate bonds
- Floating rate bonds
- Callable bonds
- Inflation linked bonds
- Zero coupon bonds
Equites¶
The following instruments are included in the Equity Instrument package:
- Equities (can also be used to model ETFs)
Options¶
The following instruments are included in the Option Instrument package:
- Cash-settled European options
- Physically-settled European options
- Barrier options
- Dividend options
Structured Products¶
The following instruments are included in the Structured Products Instrument package:
- Barrier reverse convertible
Swaps¶
The following instruments are included in the Swap Instrument package:
- Interest rate swaps
- Currency swaps
- Foreign exchange swaps
- Credit default swaps
- Asset swaps
- FpML swaps (supports the above swap types using the FpML schema)
Other Instruments¶
In addition to the above instruments, which model specific payoffs, the library provides
- a Token Instrument, whose terms are defined by a simple textual label
- a Generic Instrument, which provides a flexible framework to structure user-defined payoffs and lifecycle them on the ledger