Inheritance diagram for Lusid.Sdk.Model.CdsFlowConventions:

Public Member Functions
	CdsFlowConventions (string rollFrequency=default(string), string currency=default(string), string paymentFrequency=default(string), string dayCountConvention=default(string), string rollConvention=default(string), List< string > paymentCalendars=default(List< string >), List< string > resetCalendars=default(List< string >), int settleDays=default(int), int resetDays=default(int), string businessDayConvention=default(string), string scope=default(string), string code=default(string))
	Initializes a new instance of the CdsFlowConventions 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 (CdsFlowConventions input)
	Returns true if CdsFlowConventions instances are equal More...

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

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

Properties
string	RollFrequency `[get, set]`
	The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products. For more information on tenors, see knowledge base article KA-02097 More...

string	Currency `[get, set]`
	Currency of the flow convention. More...

string	PaymentFrequency `[get, set]`
	When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. More...

string	DayCountConvention `[get, set]`
	when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. More...

string	RollConvention `[get, set]`
	For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. More...

List< string >	PaymentCalendars `[get, set]`
	An array of strings denoting holiday calendars that apply to generation of payment schedules. More...

List< string >	ResetCalendars `[get, set]`
	An array of strings denoting holiday calendars that apply to generation of reset schedules. More...

int	SettleDays `[get, set]`
	Number of Good Business Days between the trade date and the effective or settlement date of the instrument. More...

int	ResetDays `[get, set]`
	The number of Good Business Days between determination and payment of reset. More...

string	BusinessDayConvention `[get, set]`
	When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. More...

string	Scope `[get, set]`
	The scope used when updating or inserting the convention. More...

string	Code `[get, set]`
	The code of the convention. More...

Detailed Description

CdsFlowConventions

Constructor & Destructor Documentation

◆ CdsFlowConventions() [1/2]

Lusid.Sdk.Model.CdsFlowConventions.CdsFlowConventions ( )

inlineprotected

Initializes a new instance of the CdsFlowConventions class.

◆ CdsFlowConventions() [2/2]

Lusid.Sdk.Model.CdsFlowConventions.CdsFlowConventions	(	string	rollFrequency = `default(string)`,
		string	currency = `default(string)`,
		string	paymentFrequency = `default(string)`,
		string	dayCountConvention = `default(string)`,
		string	rollConvention = `default(string)`,
		List< string >	paymentCalendars = `default(List<string>)`,
		List< string >	resetCalendars = `default(List<string>)`,
		int	settleDays = `default(int)`,
		int	resetDays = `default(int)`,
		string	businessDayConvention = `default(string)`,
		string	scope = `default(string)`,
		string	code = `default(string)`
	)

inline

Initializes a new instance of the CdsFlowConventions class.

Parameters

rollFrequency	The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products. For more information on tenors, see knowledge base article KA-02097.
currency	Currency of the flow convention. (required).
paymentFrequency	When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. (required).
dayCountConvention	when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required).
rollConvention	For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. (required).
paymentCalendars	An array of strings denoting holiday calendars that apply to generation of payment schedules. (required).
resetCalendars	An array of strings denoting holiday calendars that apply to generation of reset schedules. (required).
settleDays	Number of Good Business Days between the trade date and the effective or settlement date of the instrument. (required).
resetDays	The number of Good Business Days between determination and payment of reset. (required).
businessDayConvention	When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]..
scope	The scope used when updating or inserting the convention..
code	The code of the convention..

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if CdsFlowConventions instances are equal

Parameters

input Instance of CdsFlowConventions to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.CdsFlowConventions.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BusinessDayConvention

string Lusid.Sdk.Model.CdsFlowConventions.BusinessDayConvention

getset

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

◆ Code

string Lusid.Sdk.Model.CdsFlowConventions.Code

getset

The code of the convention.

◆ Currency

string Lusid.Sdk.Model.CdsFlowConventions.Currency

getset

Currency of the flow convention.

◆ DayCountConvention

string Lusid.Sdk.Model.CdsFlowConventions.DayCountConvention

getset

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].

◆ PaymentCalendars

List<string> Lusid.Sdk.Model.CdsFlowConventions.PaymentCalendars

getset

An array of strings denoting holiday calendars that apply to generation of payment schedules.

◆ PaymentFrequency

string Lusid.Sdk.Model.CdsFlowConventions.PaymentFrequency

getset

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.

◆ ResetCalendars

List<string> Lusid.Sdk.Model.CdsFlowConventions.ResetCalendars

getset

An array of strings denoting holiday calendars that apply to generation of reset schedules.

◆ ResetDays

int Lusid.Sdk.Model.CdsFlowConventions.ResetDays

getset

The number of Good Business Days between determination and payment of reset.

◆ RollConvention

string Lusid.Sdk.Model.CdsFlowConventions.RollConvention

getset

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].

◆ RollFrequency

string Lusid.Sdk.Model.CdsFlowConventions.RollFrequency

getset

The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products. For more information on tenors, see knowledge base article KA-02097

◆ Scope

string Lusid.Sdk.Model.CdsFlowConventions.Scope

getset

The scope used when updating or inserting the convention.

◆ SettleDays

int Lusid.Sdk.Model.CdsFlowConventions.SettleDays

getset

Number of Good Business Days between the trade date and the effective or settlement date of the instrument.

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/CdsFlowConventions.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ CdsFlowConventions() [1/2]

◆ CdsFlowConventions() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BusinessDayConvention

◆ Code

◆ Currency

◆ DayCountConvention

◆ PaymentCalendars

◆ PaymentFrequency

◆ ResetCalendars

◆ ResetDays

◆ RollConvention

◆ RollFrequency

◆ Scope

◆ SettleDays