Module writer 

The cashflow writer: a read document’s stated cashflows completed with what helixio prices them at, spliced into the document’s own text.

The output is the input with elements inserted and nothing else touched: each new element goes right after the last existing sibling that precedes it in the FpML 5.14 content model, preceded by a copy of the whitespace before that sibling and carrying its parent’s namespace prefix. Rows pair with the leg’s coupons by position, as the schedule-conformance oracle pairs them, so a row whose stated dates are a known erratum still carries the value of the coupon helixio generates for it.

Structs

Edit 🔒

Insertions under one parent element.

Period 🔒

One calculation period of a priced coupon.

Value 🔒

What a coupon still owed is worth.

Constants

CALCULATION 🔒

CalculationPeriod’s child order.

EXCHANGE 🔒

PrincipalExchange’s child order.

OBSERVATION 🔒

RateObservation’s child order.

PAYMENT 🔒

PaymentCalculationPeriod’s child order in the 5.14 confirmation schema.

WRITTEN 🔒

Every element the writer inserts, by the parent it inserts it under.

Functions

complete

Completes the stated cashflows of the first trade in text with its values on market, and returns the document’s text with them inserted.

complete_row 🔒

Writes a priced coupon’s values into its stated row.

exchange_row 🔒

The currency and discount factor of leg leg’s exchange on date, or None where it is paid.

find_row 🔒

The row of leg leg of kind accruing from start and paying on pay.

number 🔒

A decimal as xsd:decimal spells it: Rust’s f64 display never uses an exponent, and is the shortest text that reads back to the same value.

rate_bearing 🔒

A leg’s coupons a stated row pairs with: all but its principal exchanges.

refuse_written 🔒

Refuses a block whose rows already carry an element the writer inserts.

value 🔒

The records row of coupon on leg leg, priced, or None where it is paid and the table omits it.