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| | 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...
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| override string | ToString () |
| | Returns the string presentation of the object More...
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| override string | ToJson () |
| | Returns the JSON string presentation of the object More...
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| override bool | Equals (object input) |
| | Returns true if objects are equal More...
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| bool | Equals (CdsIndex input) |
| | Returns true if CdsIndex instances are equal More...
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| override int | GetHashCode () |
| | Gets the hash code More...
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| | LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) |
| | Initializes a new instance of the LusidInstrument class. More...
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| override string | ToString () |
| | Returns the string presentation of the object More...
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| override bool | Equals (object input) |
| | Returns true if objects are equal More...
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| bool | Equals (LusidInstrument input) |
| | Returns true if LusidInstrument instances are equal More...
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| override int | GetHashCode () |
| | Gets the hash code More...
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| DateTimeOffset | StartDate [get, set] |
| | The start date of the instrument. This is normally synonymous with the trade-date. More...
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| 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...
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| CdsFlowConventions | FlowConventions [get, set] |
| | Gets or Sets FlowConventions More...
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| decimal | CouponRate [get, set] |
| | The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. "0.05" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. More...
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| 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...
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| Basket | Basket [get, set] |
| | Gets or Sets Basket More...
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| FlowConventionName | ConventionName [get, set] |
| | Gets or Sets ConventionName More...
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| decimal | Notional [get, set] |
| | The notional quantity that applies to both the premium and protection legs. More...
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| 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 More...
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LUSID representation of a Credit Default Swap Index (CDX).
| decimal Lusid.Sdk.Model.CdsIndex.CouponRate |
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getset |
The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. "0.05" 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. "0.05" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.
| DateTimeOffset Lusid.Sdk.Model.CdsIndex.MaturityDate |
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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.
Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument