LUSID C# SDK
Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.CdsIndex Class Reference

LUSID representation of a Credit Default Swap Index (CDX). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. | | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. | More...

Inheritance diagram for Lusid.Sdk.Model.CdsIndex:
Inheritance graph
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Public Member Functions

 CdsIndex (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), CdsFlowConventions flowConventions=default(CdsFlowConventions), decimal couponRate=default(decimal), Dictionary< string, string > identifiers=default(Dictionary< string, string >), Basket basket=default(Basket), FlowConventionName conventionName=default(FlowConventionName), decimal notional=default(decimal), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the CdsIndex 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 (CdsIndex input)
 Returns true if CdsIndex 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

 CdsIndex ()
 Initializes a new instance of the CdsIndex 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

DateTimeOffset StartDate [get, set]
 The start date of the instrument. This is normally synonymous with the trade-date. More...
 
DateTimeOffset MaturityDate [get, set]
 The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More...
 
CdsFlowConventions FlowConventions [get, set]
 Gets or Sets FlowConventions More...
 
decimal CouponRate [get, set]
 The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. More...
 
Dictionary< string, string > Identifiers [get, set]
 External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code. More...
 
Basket Basket [get, set]
 Gets or Sets Basket More...
 
FlowConventionName ConventionName [get, set]
 Gets or Sets ConventionName More...
 
decimal Notional [get, set]
 The notional quantity that applies to both the premium and protection legs. More...
 
- Properties inherited from Lusid.Sdk.Model.LusidInstrument
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 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
}
 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 More...
 

Detailed Description

LUSID representation of a Credit Default Swap Index (CDX). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. | | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |

Constructor & Destructor Documentation

◆ CdsIndex() [1/2]

Lusid.Sdk.Model.CdsIndex.CdsIndex ( )
inlineprotected

Initializes a new instance of the CdsIndex class.

◆ CdsIndex() [2/2]

Lusid.Sdk.Model.CdsIndex.CdsIndex ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
CdsFlowConventions  flowConventions = default(CdsFlowConventions),
decimal  couponRate = default(decimal),
Dictionary< string, string >  identifiers = default(Dictionary<string, string>),
Basket  basket = default(Basket),
FlowConventionName  conventionName = default(FlowConventionName),
decimal  notional = default(decimal),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the CdsIndex class.

Parameters
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (required).
maturityDateThe final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required).
flowConventionsflowConventions.
couponRateThe coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required).
identifiersExternal market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code. (required).
basketbasket.
conventionNameconventionName.
notionalThe notional quantity that applies to both the premium and protection legs. (required).
instrumentTypeThe 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 (required) (default to "CdsIndex").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.CdsIndex.Equals ( CdsIndex  input)
inline

Returns true if CdsIndex instances are equal

Parameters
inputInstance of CdsIndex to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.CdsIndex.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.CdsIndex.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.CdsIndex.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.CdsIndex.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ Basket

Basket Lusid.Sdk.Model.CdsIndex.Basket
getset

Gets or Sets Basket

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.CdsIndex.ConventionName
getset

Gets or Sets ConventionName

◆ CouponRate

decimal Lusid.Sdk.Model.CdsIndex.CouponRate
getset

The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.

The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.

◆ FlowConventions

CdsFlowConventions Lusid.Sdk.Model.CdsIndex.FlowConventions
getset

Gets or Sets FlowConventions

◆ Identifiers

Dictionary<string, string> Lusid.Sdk.Model.CdsIndex.Identifiers
getset

External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.

External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.CdsIndex.MaturityDate
getset

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

◆ Notional

decimal Lusid.Sdk.Model.CdsIndex.Notional
getset

The notional quantity that applies to both the premium and protection legs.

The notional quantity that applies to both the premium and protection legs.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.CdsIndex.StartDate
getset

The start date of the instrument. This is normally synonymous with the trade-date.

The start date of the instrument. This is normally synonymous with the trade-date.


The documentation for this class was generated from the following file: