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| | ComplexBond (Dictionary< string, string > identifiers=default(Dictionary< string, string >), string calculationType=default(string), List< Schedule > schedules=default(List< Schedule >), decimal? originalIssuePrice=default(decimal?), List< RoundingConvention > roundingConventions=default(List< RoundingConvention >), bool? assetBacked=default(bool?), string assetPoolIdentifier=default(string), TradingConventions tradingConventions=default(TradingConventions), TimeZoneConventions timeZoneConventions=default(TimeZoneConventions), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) |
| | Initializes a new instance of the ComplexBond 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 (ComplexBond input) |
| | Returns true if ComplexBond 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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| Dictionary< string, string > | Identifiers [get, set] |
| | External market codes and identifiers for the bond, e.g. ISIN. More...
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| 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...
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| List< Schedule > | Schedules [get, set] |
| | schedules. More...
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| decimal? | OriginalIssuePrice [get, set] |
| | The price the complex bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%. More...
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| List< RoundingConvention > | RoundingConventions [get, set] |
| | Rounding conventions for analytics, if any. More...
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| 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...
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| 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...
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| TradingConventions | TradingConventions [get, set] |
| | Gets or Sets TradingConventions More...
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| TimeZoneConventions | TimeZoneConventions [get, set] |
| | Gets or Sets TimeZoneConventions More...
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| InstrumentTypeEnum | InstrumentType [get, set] |
| | Available values: 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...
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| enum class | InstrumentTypeEnum {
QuotedSecurity = 1
, InterestRateSwap = 2
, FxForward = 3
, Future = 4
,
ExoticInstrument = 5
, FxOption = 6
, CreditDefaultSwap = 7
, InterestRateSwaption = 8
,
Bond = 9
, EquityOption = 10
, FixedLeg = 11
, FloatingLeg = 12
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BespokeCashFlowsLeg = 13
, Unknown = 14
, TermDeposit = 15
, ContractForDifference = 16
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EquitySwap = 17
, CashPerpetual = 18
, CapFloor = 19
, CashSettled = 20
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CdsIndex = 21
, Basket = 22
, FundingLeg = 23
, FxSwap = 24
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ForwardRateAgreement = 25
, SimpleInstrument = 26
, Repo = 27
, Equity = 28
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ExchangeTradedOption = 29
, ReferenceInstrument = 30
, ComplexBond = 31
, InflationLinkedBond = 32
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InflationSwap = 33
, SimpleCashFlowLoan = 34
, TotalReturnSwap = 35
, InflationLeg = 36
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FundShareClass = 37
, FlexibleLoan = 38
, UnsettledCash = 39
, Cash = 40
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MasteredInstrument = 41
, LoanFacility = 42
, FlexibleDeposit = 43
, FlexibleRepo = 44
} |
| | Available values: 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...
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LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.
| bool? Lusid.Sdk.Model.ComplexBond.AssetBacked |
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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.
| string Lusid.Sdk.Model.ComplexBond.CalculationType |
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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].
Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument