enable mixed-asset type

app/Main.hs

@@ -115,6 +115,7 @@ data DealType = MDeal (DB.TestDeal AB.Mortgage)
               | IDeal (DB.TestDeal AB.Installment) 
               | RDeal (DB.TestDeal AB.Lease) 
               | FDeal (DB.TestDeal AB.FixedAsset) 
+              | UDeal (DB.TestDeal AB.AssetUnion) 
               deriving(Show, Generic)
 
 instance ToSchema Ts
@@ -137,12 +138,15 @@ instance ToSchema (DB.TestDeal AB.Mortgage)
 instance ToSchema (DB.TestDeal AB.Loan)
 instance ToSchema (DB.TestDeal AB.Installment)
 instance ToSchema (DB.TestDeal AB.Lease)
+instance ToSchema (DB.TestDeal AB.AssetUnion)
 instance ToSchema (DB.TestDeal AB.FixedAsset)
+instance ToSchema (DB.PoolType AB.AssetUnion)
 instance ToSchema (DB.PoolType AB.FixedAsset)
 instance ToSchema (DB.PoolType AB.Mortgage)
 instance ToSchema (DB.PoolType AB.Loan)
 instance ToSchema (DB.PoolType AB.Installment)
 instance ToSchema (DB.PoolType AB.Lease)
+instance ToSchema (P.Pool AB.AssetUnion)
 instance ToSchema HE.RateCap
 instance ToSchema AB.LeaseStepUp 
 instance ToSchema AB.AccrualPeriod
@@ -261,6 +265,10 @@ wrapRun (FDeal d) mAssump mNonPerfAssump = let
                                        (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
                                      in 
                                        (FDeal _d,_pflow,_rs,_p)
+wrapRun (UDeal d) mAssump mNonPerfAssump = let 
+                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+                                     in 
+                                       (UDeal _d,_pflow,_rs,_p)                                       
 wrapRun x _ _ = error $ "RunDeal Failed ,due to unsupport deal type "++ show x
 
 wrapRunPool :: PoolType -> Maybe AP.ApplyAssumptionType -> Maybe [RateAssumption] -> (CF.CashFlowFrame, Map CutoffFields Balance)

src/Asset.hs

@@ -74,8 +74,6 @@ class (Show a,IR.UseRate a) => Asset a where
   getRemainTerms :: a -> Int
   -- | project asset cashflow under credit stress and interest assumptions
   projCashflow :: a -> Date -> A.AssetPerf -> Maybe [RateAssumption] -> (CF.CashFlowFrame, Map.Map CutoffFields Balance)
-  -- | project cashflow under user input sequence
-  runCashflow :: a -> Date -> A.AssumpReceipes -> [RateAssumption] -> (CF.CashFlowFrame, Map.Map CutoffFields Balance)
   -- | Get possible number of borrower 
   getBorrowerNum :: a -> Int
   -- | Split asset per rates passed in 

src/AssetClass/AssetBase.hs

@@ -138,8 +138,12 @@ data AssetUnion = MO Mortgage
                 | FA FixedAsset
                 deriving (Show, Generic,Ord,Eq)
 
-instance IR.UseRate MixedAsset where
-  getIndexes (MixedPool ma) = error "Not implemented"
+instance IR.UseRate AssetUnion where
+  getIndex (MO ma) = IR.getIndex ma
+  getIndex (LO ma) = IR.getIndex ma
+  getIndex (IL ma) = IR.getIndex ma
+  getIndex (LS ma) = IR.getIndex ma
+  getIndex (FA ma) = IR.getIndex ma
 
 
 instance IR.UseRate Mortgage where 
@@ -150,11 +154,11 @@ instance IR.UseRate Mortgage where
 
 instance IR.UseRate Loan where
   getIndex (PersonalLoan oi@LoanOriginalInfo{originRate = IR.Floater _ idx _ _ _ _ _ _ } _ _ _ _) = Just idx 
-  getIndex (PersonalLoan {}) = Nothing
+  getIndex PersonalLoan {} = Nothing
 
 instance IR.UseRate Installment where 
   getIndex (Installment oi@LoanOriginalInfo{originRate = IR.Floater _ idx _ _ _ _ _ _ } _ _ _) = Just idx 
-  getIndex (Installment {}) = Nothing
+  getIndex Installment {} = Nothing
 
 instance IR.UseRate Lease where
   getIndex :: Lease -> Maybe Index

src/AssetClass/Loan.hs

@@ -172,5 +172,7 @@ instance Asset Loan where
   projCashflow m@(PersonalLoan (LoanOriginalInfo ob or ot p sd prinPayType) cb cr rt (Defaulted Nothing)) asOfDay assumps _
     = (CF.CashFlowFrame [CF.LoanFlow asOfDay 0 0 0 0 0 0 0 cr Nothing],Map.empty)
 
+  projCashflow a b c d = error $ "failed to match projCashflow"++show a++show b++show c++show d
+
   splitWith l@(PersonalLoan (LoanOriginalInfo ob or ot p sd prinPayType) cb cr rt st) rs
     = [ PersonalLoan (LoanOriginalInfo (mulBR ob ratio) or ot p sd prinPayType) (mulBR cb ratio) cr rt st | ratio <- rs ]

src/AssetClass/MixedAsset.hs

@@ -39,17 +39,121 @@ import qualified Asset as Ast
 
 
 
-instance P.Asset MixedAsset where
+instance P.Asset AssetUnion where
 
-  getCurrentBal ma = 0
+  calcCashflow ma asOfDay mRates = error "not implemented for asset union"
+
+  getCurrentBal ma = curBal ma
+
+  getOriginBal ma = origBal ma
+
+  getOriginRate ma = origRate ma
 
-  getOriginBal ma = 0
+  getOriginDate ma = origDate ma
+
+  getOriginInfo ma = origInfo ma
+
+  isDefaulted = isDefault
+
+  getPaymentDates ma n = getPaydates ma n
 
-  getOriginRate ma = 0
+  getRemainTerms = remainTerms
 
-  calcCashflow pl asOfDay mRates 
-    = CF.CashFlowFrame []
+  projCashflow ma asOfDay assumps mRates = projAssetUnion ma asOfDay assumps mRates
 
+  getBorrowerNum = borrowerNum 
+
+  splitWith = splitWith
+
+  updateOriginDate = updateOrigDate
+
+  calcAlignDate = calcAlignDate
+
+curBal:: ACM.AssetUnion -> Balance
+curBal (ACM.MO ast) = P.getCurrentBal ast
+curBal (ACM.LO ast) = P.getCurrentBal ast
+curBal (ACM.IL ast) = P.getCurrentBal ast
+curBal (ACM.LS ast) = P.getCurrentBal ast
+curBal (ACM.FA ast) = P.getCurrentBal ast
+
+origBal :: ACM.AssetUnion -> Balance
+origBal (ACM.MO ast) = P.getOriginBal ast
+origBal (ACM.LO ast) = P.getOriginBal ast
+origBal (ACM.IL ast) = P.getOriginBal ast
+origBal (ACM.LS ast) = P.getOriginBal ast
+origBal (ACM.FA ast) = P.getOriginBal ast
+
+origRate :: ACM.AssetUnion -> IRate
+origRate (ACM.MO ast) = P.getOriginRate ast
+origRate (ACM.LO ast) = P.getOriginRate ast
+origRate (ACM.IL ast) = P.getOriginRate ast
+origRate (ACM.LS ast) = P.getOriginRate ast
+origRate (ACM.FA ast) = P.getOriginRate ast
+
+origDate :: ACM.AssetUnion -> Date
+origDate (ACM.MO ast) = P.getOriginDate ast
+origDate (ACM.LO ast) = P.getOriginDate ast
+origDate (ACM.IL ast) = P.getOriginDate ast
+origDate (ACM.LS ast) = P.getOriginDate ast
+origDate (ACM.FA ast) = P.getOriginDate ast
+
+origInfo :: ACM.AssetUnion -> OriginalInfo
+origInfo (ACM.MO ast) = P.getOriginInfo ast
+origInfo (ACM.LO ast) = P.getOriginInfo ast
+origInfo (ACM.IL ast) = P.getOriginInfo ast
+origInfo (ACM.LS ast) = P.getOriginInfo ast
+origInfo (ACM.FA ast) = P.getOriginInfo ast
+
+isDefault :: ACM.AssetUnion -> Bool 
+isDefault (ACM.MO ast) = P.isDefaulted ast
+isDefault (ACM.LO ast) = P.isDefaulted ast
+isDefault (ACM.IL ast) = P.isDefaulted ast
+isDefault (ACM.LS ast) = P.isDefaulted ast
+isDefault (ACM.FA ast) = P.isDefaulted ast
+
+getPaydates :: ACM.AssetUnion -> Int -> [Date]
+getPaydates (ACM.MO ast) n = P.getPaymentDates ast n 
+getPaydates (ACM.LO ast) n = P.getPaymentDates ast n 
+getPaydates (ACM.IL ast) n = P.getPaymentDates ast n 
+getPaydates (ACM.LS ast) n = P.getPaymentDates ast n 
+getPaydates (ACM.FA ast) n = P.getPaymentDates ast n
+
+remainTerms :: ACM.AssetUnion -> Int
+remainTerms (ACM.MO ast) = P.getRemainTerms ast
+remainTerms (ACM.LO ast) = P.getRemainTerms ast
+remainTerms (ACM.IL ast) = P.getRemainTerms ast
+remainTerms (ACM.LS ast) = P.getRemainTerms ast
+remainTerms (ACM.FA ast) = P.getRemainTerms ast
+
+borrowerNum :: ACM.AssetUnion -> Int
+borrowerNum (ACM.MO ast) = P.getBorrowerNum ast
+borrowerNum (ACM.LO ast) = P.getBorrowerNum ast
+borrowerNum (ACM.IL ast) = P.getBorrowerNum ast
+borrowerNum (ACM.LS ast) = P.getBorrowerNum ast
+borrowerNum (ACM.FA ast) = P.getBorrowerNum ast
+
+splitWith :: ACM.AssetUnion -> [Rate] -> [ACM.AssetUnion]
+splitWith (ACM.MO ast) rs = ACM.MO <$> P.splitWith ast rs
+splitWith (ACM.LO ast) rs = ACM.LO <$> P.splitWith ast rs 
+splitWith (ACM.IL ast) rs = ACM.IL <$> P.splitWith ast rs
+splitWith (ACM.LS ast) rs = ACM.LS <$> P.splitWith ast rs
+splitWith (ACM.FA ast) rs = ACM.FA <$> P.splitWith ast rs
+
+updateOrigDate :: ACM.AssetUnion -> Date -> ACM.AssetUnion
+updateOrigDate (ACM.MO ast) d = ACM.MO $ P.updateOriginDate ast d 
+updateOrigDate (ACM.LO ast) d = ACM.LO $ P.updateOriginDate ast d 
+updateOrigDate (ACM.IL ast) d = ACM.IL $ P.updateOriginDate ast d 
+updateOrigDate (ACM.LS ast) d = ACM.LS $ P.updateOriginDate ast d 
+updateOrigDate (ACM.FA ast) d = ACM.FA $ P.updateOriginDate ast d
+
+calcAlignDate :: ACM.AssetUnion -> Date -> Date
+calcAlignDate (ACM.MO ast) = P.calcAlignDate ast 
+calcAlignDate (ACM.LO ast) = P.calcAlignDate ast 
+calcAlignDate (ACM.IL ast) = P.calcAlignDate ast 
+calcAlignDate (ACM.LS ast) = P.calcAlignDate ast 
+calcAlignDate (ACM.FA ast) = P.calcAlignDate ast 
+
+
 projAssetUnion :: ACM.AssetUnion -> Date -> A.AssetPerf -> Maybe [RateAssumption] -> (CF.CashFlowFrame, Map.Map CutoffFields Balance)
 projAssetUnion (ACM.MO ast) d assumps mRates = P.projCashflow ast d assumps mRates
 projAssetUnion (ACM.LO ast) d assumps mRates = P.projCashflow ast d assumps mRates
@@ -83,4 +187,4 @@ projectCashflow (MixedPool assetMap) asOfDate mAssump mRate
                                    mRate)
                   assetMap
     in 
-      mWithCf
+      mWithCf

src/Deal/DealQuery.hs

@@ -39,8 +39,8 @@ debug = flip trace
 
 -- | calcuate target balance for a reserve account, 0 for a non-reserve account
 calcTargetAmount :: P.Asset a => TestDeal a -> Date -> A.Account -> Balance
-calcTargetAmount t d (A.Account _ n i Nothing _ ) = 0
-calcTargetAmount t d (A.Account _ n i (Just r) _ ) =
+calcTargetAmount t d (A.Account _ _ _ Nothing _ ) = 0
+calcTargetAmount t d (A.Account _ _ _ (Just r) _ ) =
    eval r 
    where
      eval ra = case ra of

src/Types.hs

@@ -406,7 +406,7 @@ data PoolId = PoolName String
             deriving (Eq,Ord,Generic)
 
 instance Show PoolId where
-  show (PoolName n)  = "PoolName:"++n
+  show (PoolName n)  = n
   show PoolConsol = "PoolConsol"
 
 instance (Read PoolId) where