Lusid.Sdk.Model.CdsProtectionDetailSpecification Class Reference

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...

Inheritance diagram for Lusid.Sdk.Model.CdsProtectionDetailSpecification:

Public Member Functions
	CdsProtectionDetailSpecification (string seniority=@"SUB", string restructuringType=@"MM", bool protectStartDay=true, bool payAccruedInterestOnDefault=true)
	Initializes a new instance of the CdsProtectionDetailSpecification 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 (CdsProtectionDetailSpecification input)
	Returns true if CdsProtectionDetailSpecification instances are equal More...
override int	GetHashCode ()
	Gets the hash code More...

Properties
string	Seniority SUB"MM" [get, set]
	The seniority level of the CDS. Default value: SUB. Available values: Unknown, SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2. More...
string	RestructuringType [get, set]
	The restructuring clause. Default value: MM. Available values: Unknown, CR, MR, MM, XR, XR14, CR14, MR14, MM14. More...
bool	ProtectStartDay [get, set]
	Does the protection leg pay out in the case of default on the start date. Defaults to true if not set. More...
bool	PayAccruedInterestOnDefault [get, set]
	Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set. More...

Detailed Description

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.

Constructor & Destructor Documentation

CdsProtectionDetailSpecification()

Lusid.Sdk.Model.CdsProtectionDetailSpecification.CdsProtectionDetailSpecification ( string  seniority = @"SUB", string  restructuringType = @"MM", bool  protectStartDay = true, bool  payAccruedInterestOnDefault = true  )

inline

Initializes a new instance of the CdsProtectionDetailSpecification class.

Parameters

seniority	The seniority level of the CDS. Default value: SUB. Available values: Unknown, SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2. (default to "SUB").
restructuringType	The restructuring clause. Default value: MM. Available values: Unknown, CR, MR, MM, XR, XR14, CR14, MR14, MM14. (default to "MM").
protectStartDay	Does the protection leg pay out in the case of default on the start date. Defaults to true if not set. (default to true).
payAccruedInterestOnDefault	Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set. (default to true).

Member Function Documentation

Equals() [1/2]

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

inline

Returns true if CdsProtectionDetailSpecification instances are equal

Parameters

input

Instance of CdsProtectionDetailSpecification to be compared

Returns

Boolean

Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input

Object to be compared

Returns

Boolean

GetHashCode()

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

inline

Gets the hash code

Returns

Hash code

ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns

JSON string presentation of the object

ToString()

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

inline

Returns the string presentation of the object

Returns

String presentation of the object

Property Documentation

PayAccruedInterestOnDefault

bool Lusid.Sdk.Model.CdsProtectionDetailSpecification.PayAccruedInterestOnDefault

getset

Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set.

Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set.

ProtectStartDay

bool Lusid.Sdk.Model.CdsProtectionDetailSpecification.ProtectStartDay

getset

Does the protection leg pay out in the case of default on the start date. Defaults to true if not set.

Does the protection leg pay out in the case of default on the start date. Defaults to true if not set.

RestructuringType

string Lusid.Sdk.Model.CdsProtectionDetailSpecification.RestructuringType

getset

The restructuring clause. Default value: MM. Available values: Unknown, CR, MR, MM, XR, XR14, CR14, MR14, MM14.

The restructuring clause. Default value: MM. Available values: Unknown, CR, MR, MM, XR, XR14, CR14, MR14, MM14.

Seniority

string Lusid.Sdk.Model.CdsProtectionDetailSpecification.Seniority SUB"MM"

getset

The seniority level of the CDS. Default value: SUB. Available values: Unknown, SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2.

The seniority level of the CDS. Default value: SUB. Available values: Unknown, SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2.

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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