Module fpml
Expand description
The FpML reader: a confirmation-view trade document into an instrument, with the cashflows the document itself states kept beside it.
Structs§
- Options 🔒
- The options a read takes, from Python’s keyword arguments: the master and map are built here and borrowed by the options.
- PyFpml
Trade 🔒 - A trade read from an FpML 5 confirmation document.
- PyStated
Cashflow 🔒 - One
paymentCalculationPerioda stream’scashflowsblock states.
Functions§
- __
pyfunction_ 🔒 ⚠fpml_ complete - __
pyfunction_ 🔒 ⚠fpml_ read - __
pyfunction_ 🔒 ⚠fpml_ read_ all - fpml_
complete 🔒 - Completes the first trade’s stated cashflows in an FpML 5 confirmation
document with their values on
market, and returns the document’s text. - fpml_
read 🔒 - Reads the first trade of an FpML 5 confirmation document from its text.
- fpml_
read_ 🔒all - Reads every trade of an FpML 5 confirmation document, in document order,
as
party(a party’sidattribute or any of itspartyIdvalues; the first party where omitted).counterpartiesis the master each trade’s CSA is resolved from;creditmaps a reference entity’s identifier or name to its identity spelledENTITY/SENIORITY/DOCCLAUSE/CCY.