Daml.Finance.Interface.Types.Date.RollConvention

Data Types

data Period

A data type to define periods.

Period

Field	Type	Description
period	PeriodEnum	A period, e.g., a day, week, month or year.
periodMultiplier	Int	A period multiplier, e.g., 1, 2 or 3 etc.

instance Eq Period

instance Show Period

data PeriodEnum

An enum type to specify a period, e.g., day or week.

D

Day

M

Month

W

Week

Y

Year

instance Eq PeriodEnum

instance Show PeriodEnum

data RollConventionEnum

An enum type to specify how to roll dates.

EOM

Rolls on month end.

DOM Int

Rolls on the corresponding day of the month.

NoRollConvention

No roll convention is specified. This is for e.g. when date roll is not required (D or W tenors, single-period schedules).

instance Eq RollConventionEnum

instance Show RollConventionEnum