LUSID representation of Cap, Floor, or Collar. More...

Inheritance diagram for Lusid.Sdk.Model.CapFloor:

[legend]

Public Member Functions
	CapFloor (string capFloorType=default(string), decimal? capStrike=default(decimal?), decimal? floorStrike=default(decimal?), bool includeFirstCaplet=default(bool), FloatingLeg underlyingFloatingLeg=default(FloatingLeg), List< AdditionalPayment > additionalPayments=default(List< AdditionalPayment >), TimeZoneConventions timeZoneConventions=default(TimeZoneConventions), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the CapFloor class. More...

override string	ToString ()
	Returns the string presentation of the object More...

override 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 (CapFloor input)
	Returns true if CapFloor instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
	LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the LusidInstrument class. More...

override string	ToString ()
	Returns the string presentation of the object More...

override bool	Equals (object input)
	Returns true if objects are equal More...

bool	Equals (LusidInstrument input)
	Returns true if LusidInstrument instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	CapFloor ()
	Initializes a new instance of the CapFloor class. More...

IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult >	BaseValidate (ValidationContext validationContext)
	To validate all properties of the instance More...

Protected Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
	LusidInstrument ()
	Initializes a new instance of the LusidInstrument class. More...

IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult >	BaseValidate (ValidationContext validationContext)
	To validate all properties of the instance More...

Properties
string	CapFloorType `[get, set]`
	Determine if it's CAP, FLOOR, or COLLAR. Supported string (enumeration) values are: [Cap, Floor, Collar]. More...

decimal?	CapStrike `[get, set]`
	Strike rate of the Cap. More...

decimal?	FloorStrike `[get, set]`
	Strike rate of the Floor. More...

bool	IncludeFirstCaplet `[get, set]`
	Include first caplet flag. More...

FloatingLeg	UnderlyingFloatingLeg `[get, set]`
	Gets or Sets UnderlyingFloatingLeg More...

List< AdditionalPayment >	AdditionalPayments `[get, set]`
	Optional additional payments at a given date e.g. to level off an uneven equity swap. The dates must be distinct and either all payments are Pay or all payments are Receive. More...

TimeZoneConventions	TimeZoneConventions `[get, set]`
	Gets or Sets TimeZoneConventions More...

Properties inherited from Lusid.Sdk.Model.LusidInstrument
InstrumentTypeEnum	InstrumentType `[get, set]`
	Available values: 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum class	InstrumentTypeEnum { QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 , ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 , Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 , BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 , EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 , CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 , ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 , ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 , InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 , FundShareClass = 37 , FlexibleLoan = 38 , UnsettledCash = 39 , Cash = 40 , MasteredInstrument = 41 , LoanFacility = 42 , FlexibleDeposit = 43 , FlexibleRepo = 44 }
	Available values: 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...

Detailed Description

LUSID representation of Cap, Floor, or Collar.

Constructor & Destructor Documentation

◆ CapFloor() [1/2]

Lusid.Sdk.Model.CapFloor.CapFloor ( )

inlineprotected

Initializes a new instance of the CapFloor class.

◆ CapFloor() [2/2]

Lusid.Sdk.Model.CapFloor.CapFloor	(	string	capFloorType = `default(string)`,
		decimal?	capStrike = `default(decimal?)`,
		decimal?	floorStrike = `default(decimal?)`,
		bool	includeFirstCaplet = `default(bool)`,
		FloatingLeg	underlyingFloatingLeg = `default(FloatingLeg)`,
		List< AdditionalPayment >	additionalPayments = `default(List<AdditionalPayment>)`,
		TimeZoneConventions	timeZoneConventions = `default(TimeZoneConventions)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the CapFloor class.

Parameters

capFloorType	Determine if it's CAP, FLOOR, or COLLAR. Supported string (enumeration) values are: [Cap, Floor, Collar]. (required).
capStrike	Strike rate of the Cap..
floorStrike	Strike rate of the Floor..
includeFirstCaplet	Include first caplet flag. (required).
underlyingFloatingLeg	underlyingFloatingLeg (required).
additionalPayments	Optional additional payments at a given date e.g. to level off an uneven equity swap. The dates must be distinct and either all payments are Pay or all payments are Receive..
timeZoneConventions	timeZoneConventions.
instrumentType	Available values: 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. (required) (default to "CapFloor").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.CapFloor.BaseValidate ( ValidationContext validationContext )

inlineprotected

To validate all properties of the instance

Parameters

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.CapFloor.Equals ( CapFloor input )

inline

Returns true if CapFloor instances are equal

Parameters

input Instance of CapFloor to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.CapFloor.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.CapFloor.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

override string Lusid.Sdk.Model.CapFloor.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

override string Lusid.Sdk.Model.CapFloor.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AdditionalPayments

List<AdditionalPayment> Lusid.Sdk.Model.CapFloor.AdditionalPayments

getset

Optional additional payments at a given date e.g. to level off an uneven equity swap. The dates must be distinct and either all payments are Pay or all payments are Receive.

◆ CapFloorType

string Lusid.Sdk.Model.CapFloor.CapFloorType

getset

Determine if it's CAP, FLOOR, or COLLAR. Supported string (enumeration) values are: [Cap, Floor, Collar].

◆ CapStrike

decimal? Lusid.Sdk.Model.CapFloor.CapStrike

getset

Strike rate of the Cap.

◆ FloorStrike

decimal? Lusid.Sdk.Model.CapFloor.FloorStrike

getset

Strike rate of the Floor.

◆ IncludeFirstCaplet

bool Lusid.Sdk.Model.CapFloor.IncludeFirstCaplet

getset

Include first caplet flag.

◆ TimeZoneConventions

TimeZoneConventions Lusid.Sdk.Model.CapFloor.TimeZoneConventions

getset

Gets or Sets TimeZoneConventions

◆ UnderlyingFloatingLeg

FloatingLeg Lusid.Sdk.Model.CapFloor.UnderlyingFloatingLeg

getset

Gets or Sets UnderlyingFloatingLeg

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/CapFloor.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CapFloor() [1/2]

◆ CapFloor() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AdditionalPayments

◆ CapFloorType

◆ CapStrike

◆ FloorStrike

◆ IncludeFirstCaplet

◆ TimeZoneConventions

◆ UnderlyingFloatingLeg