Public Member Functions | |
| BondAllOf (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), string domCcy=default(string), FlowConventions flowConventions=default(FlowConventions), decimal principal=default(decimal), decimal couponRate=default(decimal), Dictionary< string, string > identifiers=default(Dictionary< string, string >), int? exDividendDays=default(int?), DateTimeOffset? initialCouponDate=default(DateTimeOffset?), DateTimeOffset? firstCouponPayDate=default(DateTimeOffset?), string calculationType=default(string), List< RoundingConvention > roundingConventions=default(List< RoundingConvention >), ExDividendConfiguration exDividendConfiguration=default(ExDividendConfiguration), decimal? originalIssuePrice=default(decimal?), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the BondAllOf class. More... | |
| override string | ToString () |
| Returns the string presentation of the object More... | |
| virtual string | ToJson () |
| Returns the JSON string presentation of the object More... | |
| override bool | Equals (object input) |
| Returns true if objects are equal More... | |
| bool | Equals (BondAllOf input) |
| Returns true if BondAllOf instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| BondAllOf () | |
| Initializes a new instance of the BondAllOf class. More... | |
Properties | |
| InstrumentTypeEnum | InstrumentType [get, set] |
| The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan More... | |
| DateTimeOffset | StartDate [get, set] |
| The Start date of the bond, this is normally when accrual of the first coupon begins. More... | |
| DateTimeOffset | MaturityDate [get, set] |
| The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day. More... | |
| string | DomCcy [get, set] |
| The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions. More... | |
| FlowConventions | FlowConventions [get, set] |
| Gets or Sets FlowConventions More... | |
| decimal | Principal [get, set] |
| The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar. More... | |
| decimal | CouponRate [get, set] |
| Simple coupon rate. More... | |
| Dictionary< string, string > | Identifiers [get, set] |
| External market codes and identifiers for the bond, e.g. ISIN. More... | |
| int? | ExDividendDays [get, set] |
| Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration. More... | |
| DateTimeOffset? | InitialCouponDate [get, set] |
| Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate. More... | |
| DateTimeOffset? | FirstCouponPayDate [get, set] |
| The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period. More... | |
| string | CalculationType [get, set] |
| The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest]. More... | |
| List< RoundingConvention > | RoundingConventions [get, set] |
| Rounding conventions for analytics, if any. More... | |
| ExDividendConfiguration | ExDividendConfiguration [get, set] |
| Gets or Sets ExDividendConfiguration More... | |
| decimal? | OriginalIssuePrice [get, set] |
| The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%. More... | |
Detailed Description
Member Enumeration Documentation
◆ InstrumentTypeEnum
|
strong |
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan
| Enumerator | |
|---|---|
| QuotedSecurity | Enum QuotedSecurity for value: QuotedSecurity |
| InterestRateSwap | Enum InterestRateSwap for value: InterestRateSwap |
| FxForward | |
| Future | |
| ExoticInstrument | Enum ExoticInstrument for value: ExoticInstrument |
| FxOption | |
| CreditDefaultSwap | Enum CreditDefaultSwap for value: CreditDefaultSwap |
| InterestRateSwaption | Enum InterestRateSwaption for value: InterestRateSwaption |
| Bond | |
| EquityOption | Enum EquityOption for value: EquityOption |
| FixedLeg | |
| FloatingLeg | Enum FloatingLeg for value: FloatingLeg |
| BespokeCashFlowsLeg | Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg |
| Unknown | Enum Unknown for value: Unknown |
| TermDeposit | Enum TermDeposit for value: TermDeposit |
| ContractForDifference | Enum ContractForDifference for value: ContractForDifference |
| EquitySwap | Enum EquitySwap for value: EquitySwap |
| CashPerpetual | Enum CashPerpetual for value: CashPerpetual |
| CapFloor | |
| CashSettled | Enum CashSettled for value: CashSettled |
| CdsIndex | |
| Basket | |
| FundingLeg | Enum FundingLeg for value: FundingLeg |
| FxSwap | |
| ForwardRateAgreement | Enum ForwardRateAgreement for value: ForwardRateAgreement |
| SimpleInstrument | Enum SimpleInstrument for value: SimpleInstrument |
| Repo | |
| Equity | |
| ExchangeTradedOption | Enum ExchangeTradedOption for value: ExchangeTradedOption |
| ReferenceInstrument | Enum ReferenceInstrument for value: ReferenceInstrument |
| ComplexBond | Enum ComplexBond for value: ComplexBond |
| InflationLinkedBond | Enum InflationLinkedBond for value: InflationLinkedBond |
| InflationSwap | Enum InflationSwap for value: InflationSwap |
| SimpleCashFlowLoan | Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan |
| TotalReturnSwap | Enum TotalReturnSwap for value: TotalReturnSwap |
| InflationLeg | Enum InflationLeg for value: InflationLeg |
| FundShareClass | Enum FundShareClass for value: FundShareClass |
| FlexibleLoan | Enum FlexibleLoan for value: FlexibleLoan |
Constructor & Destructor Documentation
◆ BondAllOf() [1/2]
|
inlineprotected |
Initializes a new instance of the BondAllOf class.
◆ BondAllOf() [2/2]
|
inline |
Initializes a new instance of the BondAllOf class.
- Parameters
-
startDate The Start date of the bond, this is normally when accrual of the first coupon begins. (required). maturityDate The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day. (required). domCcy The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions. (required). flowConventions flowConventions (required). principal The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar. (required). couponRate Simple coupon rate. (required). identifiers External market codes and identifiers for the bond, e.g. ISIN.. exDividendDays Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.. initialCouponDate Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.. firstCouponPayDate The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period.. calculationType The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].. roundingConventions Rounding conventions for analytics, if any.. exDividendConfiguration exDividendConfiguration. originalIssuePrice The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.. instrumentType The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required).
Member Function Documentation
◆ Equals() [1/2]
|
inline |
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ CalculationType
|
getset |
The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
◆ CouponRate
|
getset |
Simple coupon rate.
Simple coupon rate.
◆ DomCcy
|
getset |
The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.
The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.
◆ ExDividendConfiguration
|
getset |
Gets or Sets ExDividendConfiguration
◆ ExDividendDays
|
getset |
Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.
Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.
◆ FirstCouponPayDate
|
getset |
The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period.
The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period.
◆ FlowConventions
|
getset |
Gets or Sets FlowConventions
◆ Identifiers
|
getset |
External market codes and identifiers for the bond, e.g. ISIN.
External market codes and identifiers for the bond, e.g. ISIN.
◆ InitialCouponDate
|
getset |
Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.
Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.
◆ InstrumentType
|
getset |
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan
◆ MaturityDate
|
getset |
The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day.
The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day.
◆ OriginalIssuePrice
|
getset |
The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.
The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.
◆ Principal
|
getset |
The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar.
The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar.
◆ RoundingConventions
|
getset |
Rounding conventions for analytics, if any.
Rounding conventions for analytics, if any.
◆ StartDate
|
getset |
The Start date of the bond, this is normally when accrual of the first coupon begins.
The Start date of the bond, this is normally when accrual of the first coupon begins.
The documentation for this class was generated from the following file:
- /home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/BondAllOf.cs
