CDSs generally conform to fairly standard definitions, but can be tweaked in a number of different ways. This class gathers a number of common features which may deviate. These will default to the market standard when no overrides are provided.
More...
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string | Seniority [get, set] |
| The seniority level of the CDS. Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2]. More...
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string | RestructuringType [get, set] |
| The restructuring clause. Supported string (enumeration) values are: [CR, MR, MM, XR]. More...
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bool | ProtectStartDay [get, set] |
| Does the protection leg pay out in the case of default on the start date. More...
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bool | PayAccruedInterestOnDefault [get, set] |
| Should accrued interest on the premium leg be paid if a credit event occurs. More...
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CDSs generally conform to fairly standard definitions, but can be tweaked in a number of different ways. This class gathers a number of common features which may deviate. These will default to the market standard when no overrides are provided.
◆ CdsProtectionDetailSpecification() [1/2]
Lusid.Sdk.Model.CdsProtectionDetailSpecification.CdsProtectionDetailSpecification |
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◆ CdsProtectionDetailSpecification() [2/2]
Lusid.Sdk.Model.CdsProtectionDetailSpecification.CdsProtectionDetailSpecification |
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string |
seniority = default(string) , |
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string |
restructuringType = default(string) , |
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bool |
protectStartDay = default(bool) , |
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bool |
payAccruedInterestOnDefault = default(bool) |
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inline |
Initializes a new instance of the CdsProtectionDetailSpecification class.
- Parameters
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seniority | The seniority level of the CDS. Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2]. (required). |
restructuringType | The restructuring clause. Supported string (enumeration) values are: [CR, MR, MM, XR]. (required). |
protectStartDay | Does the protection leg pay out in the case of default on the start date. (required). |
payAccruedInterestOnDefault | Should accrued interest on the premium leg be paid if a credit event occurs. (required). |
◆ Equals() [1/2]
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.CdsProtectionDetailSpecification.Equals |
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object |
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Returns true if objects are equal
- Parameters
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input | Object to be compared |
- Returns
- Boolean
◆ GetHashCode()
override int Lusid.Sdk.Model.CdsProtectionDetailSpecification.GetHashCode |
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Gets the hash code
- Returns
- Hash code
◆ ToJson()
virtual string Lusid.Sdk.Model.CdsProtectionDetailSpecification.ToJson |
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Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
override string Lusid.Sdk.Model.CdsProtectionDetailSpecification.ToString |
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Returns the string presentation of the object
- Returns
- String presentation of the object
◆ PayAccruedInterestOnDefault
bool Lusid.Sdk.Model.CdsProtectionDetailSpecification.PayAccruedInterestOnDefault |
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getset |
Should accrued interest on the premium leg be paid if a credit event occurs.
Should accrued interest on the premium leg be paid if a credit event occurs.
◆ ProtectStartDay
bool Lusid.Sdk.Model.CdsProtectionDetailSpecification.ProtectStartDay |
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getset |
Does the protection leg pay out in the case of default on the start date.
Does the protection leg pay out in the case of default on the start date.
◆ RestructuringType
string Lusid.Sdk.Model.CdsProtectionDetailSpecification.RestructuringType |
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getset |
The restructuring clause. Supported string (enumeration) values are: [CR, MR, MM, XR].
The restructuring clause. Supported string (enumeration) values are: [CR, MR, MM, XR].
◆ Seniority
string Lusid.Sdk.Model.CdsProtectionDetailSpecification.Seniority |
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getset |
The seniority level of the CDS. Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2].
The seniority level of the CDS. Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2].
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/CdsProtectionDetailSpecification.cs