Daml.Finance.Instrument.Bond.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.

createCallableBondClaims

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

Calculate the claims for a callable bond with a fixed and/or floating coupon on each payment date and a redemption amount at the end (unless called by the issuer).