LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities. More...
Public Member Functions | |
| ComplexBond (Dictionary< string, string > identifiers=default(Dictionary< string, string >), string calculationType=default(string), List< Schedule > schedules=default(List< Schedule >), List< RoundingConvention > roundingConventions=default(List< RoundingConvention >), bool? assetBacked=default(bool?), string assetPoolIdentifier=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the ComplexBond 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 (ComplexBond input) |
| Returns true if ComplexBond 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 | |
| ComplexBond () | |
| Initializes a new instance of the ComplexBond 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 | |
| Dictionary< string, string > | Identifiers [get, set] |
| External market codes and identifiers for the bond, e.g. ISIN. More... | |
| string | CalculationType [get, set] |
| The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest]. More... | |
| List< Schedule > | Schedules [get, set] |
| schedules. More... | |
| List< RoundingConvention > | RoundingConventions [get, set] |
| Rounding conventions for analytics, if any. More... | |
| bool? | AssetBacked [get, set] |
| If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment. More... | |
| string | AssetPoolIdentifier [get, set] |
| Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*) 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, FlexibleLoan More... | |
Detailed Description
LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.
Constructor & Destructor Documentation
◆ ComplexBond() [1/2]
|
inlineprotected |
Initializes a new instance of the ComplexBond class.
◆ ComplexBond() [2/2]
|
inline |
Initializes a new instance of the ComplexBond class.
- Parameters
-
identifiers External market codes and identifiers for the bond, e.g. ISIN.. calculationType The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].. schedules schedules.. roundingConventions Rounding conventions for analytics, if any.. assetBacked If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.. assetPoolIdentifier Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*). instrumentType 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, FlexibleLoan (required) (default to "ComplexBond").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if ComplexBond instances are equal
- Parameters
-
input Instance of ComplexBond to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.LusidInstrument.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ AssetBacked
|
getset |
If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.
If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.
◆ AssetPoolIdentifier
|
getset |
Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*)
Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*)
◆ CalculationType
|
getset |
The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
◆ Identifiers
|
getset |
External market codes and identifiers for the bond, e.g. ISIN.
External market codes and identifiers for the bond, e.g. ISIN.
◆ RoundingConventions
|
getset |
Rounding conventions for analytics, if any.
Rounding conventions for analytics, if any.
◆ Schedules
|
getset |
schedules.
schedules.
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/ComplexBond.cs
