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

Definition of a credit event for credit default swap index (CDX) instruments. More...

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

 CdxCreditEvent (DateTimeOffset effectiveDate=default(DateTimeOffset), DateTimeOffset? auctionDate=default(DateTimeOffset?), decimal? recoveryRate=default(decimal?), decimal constituentWeight=default(decimal), string constituentReference=default(string), DateTimeOffset? paymentDate=default(DateTimeOffset?), InstrumentEventTypeEnum instrumentEventType=default(InstrumentEventTypeEnum))
 Initializes a new instance of the CdxCreditEvent 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 (CdxCreditEvent input)
 Returns true if CdxCreditEvent instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.InstrumentEvent
 InstrumentEvent (InstrumentEventTypeEnum instrumentEventType=default(InstrumentEventTypeEnum))
 Initializes a new instance of the InstrumentEvent 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 (InstrumentEvent input)
 Returns true if InstrumentEvent instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 CdxCreditEvent ()
 Initializes a new instance of the CdxCreditEvent 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.InstrumentEvent
 InstrumentEvent ()
 Initializes a new instance of the InstrumentEvent class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

DateTimeOffset EffectiveDate [get, set]
 The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. More...
 
DateTimeOffset? AuctionDate [get, set]
 The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined. More...
 
decimal? RecoveryRate [get, set]
 The fraction of the defaulted debt that can be recovered. More...
 
decimal ConstituentWeight [get, set]
 The relative weight of the CDX constituent. More...
 
string ConstituentReference [get, set]
 Reference value used to identify the CDX constituent. More...
 
DateTimeOffset? PaymentDate [get, set]
 The date of the credit event auction settlement. More...
 
- Properties inherited from Lusid.Sdk.Model.InstrumentEvent
InstrumentEventTypeEnum InstrumentEventType [get, set]
 The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.InstrumentEvent
enum class  InstrumentEventTypeEnum {
  TransitionEvent = 1 , InformationalEvent = 2 , OpenEvent = 3 , CloseEvent = 4 ,
  StockSplitEvent = 5 , BondDefaultEvent = 6 , CashDividendEvent = 7 , AmortisationEvent = 8 ,
  CashFlowEvent = 9 , ExerciseEvent = 10 , ResetEvent = 11 , TriggerEvent = 12 ,
  RawVendorEvent = 13 , InformationalErrorEvent = 14 , BondCouponEvent = 15 , DividendReinvestmentEvent = 16 ,
  AccumulationEvent = 17 , BondPrincipalEvent = 18 , DividendOptionEvent = 19 , MaturityEvent = 20 ,
  FxForwardSettlementEvent = 21 , ExpiryEvent = 22 , ScripDividendEvent = 23 , StockDividendEvent = 24 ,
  ReverseStockSplitEvent = 25 , CapitalDistributionEvent = 26 , SpinOffEvent = 27 , MergerEvent = 28 ,
  FutureExpiryEvent = 29 , SwapCashFlowEvent = 30 , SwapPrincipalEvent = 31 , CreditPremiumCashFlowEvent = 32 ,
  CdsCreditEvent = 33 , CdxCreditEvent = 34 , MbsCouponEvent = 35 , MbsPrincipalEvent = 36 ,
  BonusIssueEvent = 37 , MbsPrincipalWriteOffEvent = 38 , MbsInterestDeferralEvent = 39 , MbsInterestShortfallEvent = 40 ,
  TenderEvent = 41 , CallOnIntermediateSecuritiesEvent = 42 , IntermediateSecuritiesDistributionEvent = 43 , OptionExercisePhysicalEvent = 44 ,
  OptionExerciseCashEvent = 45 , ProtectionPayoutCashFlowEvent = 46 , TermDepositInterestEvent = 47 , TermDepositPrincipalEvent = 48 ,
  EarlyRedemptionEvent = 49 , FutureMarkToMarketEvent = 50 , AdjustGlobalCommitmentEvent = 51 , ContractInitialisationEvent = 52 ,
  DrawdownEvent = 53 , LoanInterestRepaymentEvent = 54 , UpdateDepositAmountEvent = 55 , LoanPrincipalRepaymentEvent = 56 ,
  DepositInterestPaymentEvent = 57 , DepositCloseEvent = 58
}
 The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent More...
 

Detailed Description

Definition of a credit event for credit default swap index (CDX) instruments.

Constructor & Destructor Documentation

◆ CdxCreditEvent() [1/2]

Lusid.Sdk.Model.CdxCreditEvent.CdxCreditEvent ( )
inlineprotected

Initializes a new instance of the CdxCreditEvent class.

◆ CdxCreditEvent() [2/2]

Lusid.Sdk.Model.CdxCreditEvent.CdxCreditEvent ( DateTimeOffset  effectiveDate = default(DateTimeOffset),
DateTimeOffset?  auctionDate = default(DateTimeOffset?),
decimal?  recoveryRate = default(decimal?),
decimal  constituentWeight = default(decimal),
string  constituentReference = default(string),
DateTimeOffset?  paymentDate = default(DateTimeOffset?),
InstrumentEventTypeEnum  instrumentEventType = default(InstrumentEventTypeEnum) 
)
inline

Initializes a new instance of the CdxCreditEvent class.

Parameters
effectiveDateThe date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. (required).
auctionDateThe date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined..
recoveryRateThe fraction of the defaulted debt that can be recovered..
constituentWeightThe relative weight of the CDX constituent. (required).
constituentReferenceReference value used to identify the CDX constituent..
paymentDateThe date of the credit event auction settlement..
instrumentEventTypeThe Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent (required) (default to "CdxCreditEvent").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if CdxCreditEvent instances are equal

Parameters
inputInstance of CdxCreditEvent to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.CdxCreditEvent.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.InstrumentEvent.

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ AuctionDate

DateTimeOffset? Lusid.Sdk.Model.CdxCreditEvent.AuctionDate
getset

The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.

The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.

◆ ConstituentReference

string Lusid.Sdk.Model.CdxCreditEvent.ConstituentReference
getset

Reference value used to identify the CDX constituent.

Reference value used to identify the CDX constituent.

◆ ConstituentWeight

decimal Lusid.Sdk.Model.CdxCreditEvent.ConstituentWeight
getset

The relative weight of the CDX constituent.

The relative weight of the CDX constituent.

◆ EffectiveDate

DateTimeOffset Lusid.Sdk.Model.CdxCreditEvent.EffectiveDate
getset

The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.

The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.

◆ PaymentDate

DateTimeOffset? Lusid.Sdk.Model.CdxCreditEvent.PaymentDate
getset

The date of the credit event auction settlement.

The date of the credit event auction settlement.

◆ RecoveryRate

decimal? Lusid.Sdk.Model.CdxCreditEvent.RecoveryRate
getset

The fraction of the defaulted debt that can be recovered.

The fraction of the defaulted debt that can be recovered.


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