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Module Org.Isda.Cdm.EventSpecificationModule.Types.ReferenceData.Fetch

Data Types

data RefData

Collection of reference data

  • RefData

    Field Type/Description
    holidayCalendars [ HolidayCalendarData ]
    observations [ ObservationPrimitive ]

Module Org.Isda.Cdm.EventSpecificationModule.Types.ReferenceData.HolidayCalendar

Data Types

data HolidayCalendarData

Holiday calendar reference data.

  • HolidayCalendarData

    Field Type/Description
    label Text
    The label of the holiday calendar.
    weekend [ DayOfWeek ]
    A list of weekend days (e.g. Sunday, Saturday) that are holidays.
    holidays [ Date ]
    An explicit list of holiday dates.

data HolidayCalendarKey

Key to an holiday calendar.

  • HolidayCalendarKey

    Field Type/Description
    label Text
    The label of the holiday calendar.

Module Org.Isda.Cdm.EventSpecificationModule.Types.ReferenceData.Key

Typeclasses

class Key v k where

A class for types that have a corresponding key.

  • getKey : v -> k
    Obtain the corresponding key.

Module Org.Isda.Cdm.EventSpecificationModule.Types.ReferenceData.Observation

Data Types

data ObservationKey

Key to an holiday calendar.

  • ObservationKey

    Field Type/Description
    source ObservationSource
    The observation source.
    date Date
    The date of the observation.
    side Optional QuotationSideEnum
    The side (bid/mid/ask) of the observation.